-79.1%
CLF vs MTSI
+1,120.6%
-1,199.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.0% | -8.2% | -8.9% |
| 7D | -7.9% | -10.7% | +2.8% | -4.9% |
| 30D | +5.2% | -29.0% | +34.2% | +16.2% |
| 3M | +4.3% | -14.7% | +19.0% | +7.3% |
| 6M | +25.3% | -20.1% | +45.4% | +29.2% |
| YTD | -3.3% | +36.1% | -39.4% | -17.0% |
| 1Y | +20.2% | +61.7% | -41.5% | -2.8% |
| 3Y | -25.0% | +210.7% | -235.7% | -52.4% |
| 5Y | -42.1% | +212.8% | -255.0% | -64.0% |
| 10Y | +139.1% | +519.2% | -380.1% | +6.8% |
| All | -79.1% | +1,120.6% | -1,199.7% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling