+578.8%
MS vs CLF
+92.7%
+486.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.0% | -3.9% | +1.5% |
| 7D | +0.7% | -14.1% | +14.8% | +4.0% |
| 30D | -0.9% | -5.5% | +4.6% | -0.5% |
| 3M | -13.0% | 0.0% | -13.0% | -14.3% |
| 6M | -2.0% | +11.3% | -13.2% | -7.0% |
| YTD | +7.8% | -7.7% | +15.5% | +5.0% |
| 1Y | +17.9% | +17.5% | +0.3% | +8.0% |
| 3Y | +174.8% | -25.4% | +200.2% | +158.8% |
| 5Y | +119.9% | -46.0% | +165.8% | +112.4% |
| 10Y | +578.8% | +80.1% | +498.8% | +303.4% |
| All | +578.8% | +92.7% | +486.2% | +303.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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