+2,533.4%
CLX vs MAS
+1,727.7%
+805.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.6% | +0.1% | +4.8% |
| 7D | +14.2% | +14.2% | 0.0% | +11.7% |
| 30D | +22.7% | +26.8% | -4.2% | +17.9% |
| 3M | -2.8% | +13.1% | -15.9% | -4.8% |
| 6M | +17.7% | +27.9% | -10.2% | +12.8% |
| YTD | +3.3% | +38.7% | -35.3% | -2.6% |
| 1Y | -5.6% | +40.4% | -46.0% | -11.2% |
| 3Y | -11.0% | +66.1% | -77.1% | -19.2% |
| 5Y | -27.6% | +47.4% | -75.0% | -33.8% |
| 10Y | +19.2% | +238.3% | -219.1% | -6.5% |
| All | +2,533.4% | +1,727.7% | +805.6% | +1,270.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling