+537.0%
MS vs CLF
+80.0%
+457.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | +3.7% | +16.0% | -12.3% | +0.2% |
| 30D | +2.0% | +1.6% | +0.3% | +0.7% |
| 3M | -12.6% | +6.7% | -19.2% | -15.1% |
| 6M | -0.3% | +21.1% | -21.4% | -7.2% |
| YTD | +9.0% | -1.6% | +10.6% | +4.6% |
| 1Y | +13.9% | +18.5% | -4.6% | +4.3% |
| 3Y | +173.6% | -21.0% | +194.6% | +154.3% |
| 5Y | +122.0% | -41.4% | +163.4% | +110.4% |
| All | +537.0% | +80.0% | +457.0% | +270.4% |
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