-38.3%
CLX vs MSTU
-85.2%
+46.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.3% |
| 7D | -9.2% | +21.3% | -30.6% | -9.2% |
| 30D | -11.0% | +90.8% | -101.9% | -11.0% |
| 3M | +5.0% | -6.8% | +11.8% | +5.0% |
| 6M | -18.8% | -39.8% | +21.0% | -19.1% |
| YTD | -4.4% | -55.7% | +51.3% | -4.8% |
| 1Y | -21.9% | -92.7% | +70.8% | -22.0% |
| All | -38.3% | -85.2% | +46.8% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling