-1.4%
CLX vs MAS
+34.6%
-36.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +4.0% | +1.8% |
| 7D | +12.4% | +4.6% | +7.9% | +10.6% |
| 30D | +21.1% | +19.9% | +1.2% | +13.5% |
| 3M | -3.3% | +8.9% | -12.2% | -6.8% |
| 6M | +18.8% | +20.2% | -1.3% | +10.8% |
| YTD | +3.9% | +33.9% | -30.0% | -8.8% |
| All | -1.4% | +34.6% | -36.0% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling