+18.2%
CLX vs MAS
+231.2%
-213.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.6% | +0.1% | +4.4% |
| 7D | +14.2% | +14.2% | 0.0% | +10.8% |
| 30D | +22.7% | +26.8% | -4.2% | +16.3% |
| 3M | -2.8% | +13.1% | -15.9% | -5.5% |
| 6M | +17.7% | +27.9% | -10.2% | +11.1% |
| YTD | +3.3% | +38.7% | -35.3% | -4.5% |
| 1Y | -5.6% | +40.4% | -46.0% | -13.0% |
| 3Y | -11.0% | +66.1% | -77.1% | -21.7% |
| 5Y | -27.6% | +47.4% | -75.0% | -36.0% |
| All | +18.2% | +231.2% | -213.0% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling