-26.9%
CLX vs MSI
+118.7%
-145.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | +13.6% | +4.7% | +8.9% | +12.2% |
| 30D | +23.4% | +14.8% | +8.6% | +18.8% |
| 3M | -2.8% | +8.8% | -11.7% | -5.1% |
| 6M | +14.0% | +19.3% | -5.3% | +8.1% |
| YTD | +4.2% | +35.3% | -31.2% | -4.5% |
| 1Y | -1.2% | +33.8% | -34.9% | -9.2% |
| 3Y | -12.7% | +74.4% | -87.1% | -26.0% |
| All | -26.9% | +118.7% | -145.7% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling