+607.1%
MS vs CLF
+104.8%
+502.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -1.6% | -19.6% | +18.0% | +3.2% |
| 30D | -3.8% | -5.0% | +1.2% | -3.6% |
| 3M | -14.6% | -6.3% | -8.3% | -14.6% |
| 6M | -5.1% | +2.8% | -7.8% | -8.3% |
| YTD | +4.5% | -13.7% | +18.2% | +3.4% |
| 1Y | +13.5% | +13.6% | 0.0% | +4.8% |
| 3Y | +160.4% | -34.0% | +194.4% | +152.5% |
| 5Y | +112.9% | -48.7% | +161.6% | +107.9% |
| All | +607.1% | +104.8% | +502.3% | +299.8% |
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