-40.6%
CLX vs MSTZ
-99.2%
+58.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.6% | -2.2% |
| 7D | -4.9% | -23.6% | +18.6% | -4.9% |
| 30D | -15.8% | -60.7% | +44.9% | -15.8% |
| 3M | -7.9% | -58.3% | +50.3% | -8.0% |
| 6M | -19.0% | -60.0% | +41.0% | -19.4% |
| YTD | -7.9% | -75.2% | +67.3% | -8.4% |
| 1Y | -25.4% | -19.9% | -5.5% | -25.6% |
| All | -40.6% | -99.2% | +58.5% | -41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling