-5.6%
CLX vs MSTU
-88.0%
+82.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.3% | -4.6% | +5.7% |
| 7D | +14.2% | -4.8% | +19.0% | +14.1% |
| 30D | +22.7% | -29.6% | +52.2% | +22.6% |
| 3M | -2.8% | +69.4% | -72.2% | -2.7% |
| 6M | +17.7% | -62.2% | +79.9% | +17.5% |
| YTD | +3.3% | -61.1% | +64.4% | +2.3% |
| 1Y | -5.6% | -87.2% | +81.5% | -5.0% |
| All | -5.6% | -88.0% | +82.3% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling