+6.7%
CLX vs MSTZ
-56.3%
+62.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.6% | -6.6% | +1.0% |
| 7D | +13.6% | +21.1% | -7.5% | +13.7% |
| 30D | +29.1% | +40.1% | -11.0% | +29.0% |
| 3M | +1.6% | -66.1% | +67.7% | +1.8% |
| 6M | +18.7% | -20.7% | +39.5% | +18.5% |
| YTD | +11.1% | -78.6% | +89.7% | +9.8% |
| All | +6.7% | -56.3% | +62.9% | +4.8% |
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