-1.4%
CLX vs MSI
+593.5%
-595.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -4.9% | -4.0% | -1.0% | -4.1% |
| 30D | -15.8% | -0.5% | -15.4% | -15.8% |
| 3M | -7.9% | +11.4% | -19.3% | -10.1% |
| 6M | -19.0% | +1.0% | -20.0% | -19.5% |
| YTD | -7.9% | +20.7% | -28.6% | -11.7% |
| 1Y | -25.4% | -2.7% | -22.7% | -25.4% |
| 3Y | -35.0% | +68.2% | -103.2% | -41.8% |
| 5Y | -36.8% | +100.0% | -136.7% | -45.6% |
| 10Y | -1.4% | +596.9% | -598.3% | -27.2% |
| All | -1.4% | +593.5% | -595.0% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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