-28.4%
CLX vs MSTU
-90.8%
+62.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.3% | +8.3% | +1.0% |
| 7D | +13.6% | -21.7% | +35.4% | +13.7% |
| 30D | +29.1% | -42.8% | +71.8% | +29.1% |
| 3M | +1.6% | +21.4% | -19.8% | +1.7% |
| 6M | +18.7% | -74.1% | +92.8% | +18.7% |
| YTD | +11.1% | -72.4% | +83.5% | +10.7% |
| 1Y | +7.0% | -90.1% | +97.1% | +6.7% |
| All | -28.4% | -90.8% | +62.4% | -28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling