-34.0%
CLX vs MSI
+103.4%
-137.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -9.2% | -3.7% | -5.5% | -8.4% |
| 30D | -11.0% | +6.8% | -17.9% | -12.7% |
| 3M | +5.0% | +14.3% | -9.3% | +1.2% |
| 6M | -18.8% | -1.6% | -17.2% | -18.9% |
| YTD | -4.4% | +22.8% | -27.2% | -9.9% |
| 1Y | -21.9% | -1.1% | -20.7% | -22.2% |
| 3Y | -32.8% | +70.5% | -103.2% | -42.4% |
| All | -34.0% | +103.4% | -137.4% | -47.5% |
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