-25.4%
CLX vs MSTU
-93.7%
+68.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.3% | -2.2% |
| 7D | -4.9% | +12.9% | -17.8% | -4.9% |
| 30D | -15.8% | +68.3% | -84.2% | -15.6% |
| 3M | -7.9% | +0.4% | -8.3% | -8.1% |
| 6M | -19.0% | -41.5% | +22.5% | -20.1% |
| YTD | -7.9% | -61.7% | +53.8% | -9.2% |
| 1Y | -25.4% | -93.7% | +68.3% | -28.0% |
| All | -25.4% | -93.7% | +68.4% | -28.0% |
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