-7.8%
CLX vs MSI
+76.4%
-84.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +9.5% | +3.2% | +6.3% | +8.5% |
| 30D | +30.7% | +17.6% | +13.1% | +24.7% |
| 3M | +4.2% | +14.5% | -10.3% | +0.2% |
| 6M | +22.1% | +34.3% | -12.1% | +12.2% |
| YTD | +14.1% | +39.7% | -25.6% | +3.2% |
| 1Y | +10.3% | +40.2% | -29.9% | -0.3% |
| 3Y | -7.8% | +77.1% | -85.0% | -24.2% |
| All | -7.8% | +76.4% | -84.2% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling