+2,554.6%
CLX vs MSI
+4,457.4%
-1,902.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.3% |
| 7D | +13.6% | +4.7% | +8.9% | +13.1% |
| 30D | +23.4% | +14.8% | +8.6% | +21.6% |
| 3M | -2.8% | +8.8% | -11.7% | -3.7% |
| 6M | +14.0% | +19.3% | -5.3% | +11.8% |
| YTD | +4.2% | +35.3% | -31.2% | +0.8% |
| 1Y | -1.2% | +33.8% | -34.9% | -4.2% |
| 3Y | -12.7% | +74.4% | -87.1% | -17.8% |
| 5Y | -26.5% | +120.5% | -147.0% | -32.6% |
| 10Y | +20.2% | +685.2% | -665.0% | -3.0% |
| All | +2,554.6% | +4,457.4% | -1,902.8% | +1,302.3% |
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