-18.8%
CLX vs MSTU
-37.9%
+19.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.3% |
| 7D | -9.2% | +21.3% | -30.6% | -9.0% |
| 30D | -11.0% | +90.8% | -101.9% | -10.5% |
| 3M | +5.0% | -6.8% | +11.8% | +3.6% |
| 6M | -18.8% | -39.8% | +21.0% | -25.0% |
| All | -18.8% | -37.9% | +19.1% | -25.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling