+18.8%
CLX vs MAS
+219.8%
-201.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +4.0% | +1.3% |
| 7D | +12.4% | +4.6% | +7.9% | +11.3% |
| 30D | +21.1% | +19.9% | +1.2% | +16.2% |
| 3M | -3.3% | +8.9% | -12.2% | -5.3% |
| 6M | +18.8% | +20.2% | -1.3% | +13.8% |
| YTD | +3.9% | +33.9% | -30.0% | -3.2% |
| 1Y | -3.8% | +34.7% | -38.5% | -10.5% |
| 3Y | -10.5% | +60.4% | -70.9% | -20.7% |
| 5Y | -26.7% | +43.5% | -70.1% | -34.8% |
| All | +18.8% | +219.8% | -201.0% | -10.2% |
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