+2,336.0%
CLX vs MSI
+4,035.2%
-1,699.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -9.2% | -3.7% | -5.5% | -8.9% |
| 30D | -11.0% | +6.8% | -17.9% | -11.7% |
| 3M | +5.0% | +14.3% | -9.3% | +3.6% |
| 6M | -18.8% | -1.6% | -17.2% | -18.8% |
| YTD | -4.4% | +22.8% | -27.2% | -6.5% |
| 1Y | -21.9% | -1.1% | -20.7% | -22.0% |
| 3Y | -32.8% | +70.5% | -103.2% | -36.5% |
| 5Y | -34.6% | +102.8% | -137.4% | -39.5% |
| 10Y | -4.7% | +597.4% | -602.1% | -22.2% |
| All | +2,336.0% | +4,035.2% | -1,699.2% | +1,199.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling