-21.9%
CLX vs MSTZ
-29.5%
+7.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.3% |
| 7D | -9.2% | -29.7% | +20.5% | -9.2% |
| 30D | -11.0% | -65.3% | +54.2% | -10.9% |
| 3M | +5.0% | -57.3% | +62.4% | +4.7% |
| 6M | -18.8% | -61.6% | +42.8% | -19.8% |
| YTD | -4.4% | -78.3% | +73.9% | -5.7% |
| 1Y | -21.9% | -30.2% | +8.4% | -24.2% |
| All | -21.9% | -29.5% | +7.6% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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