+14.7%
MS vs CLF
+27.1%
-12.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.3% |
| 7D | -1.7% | +2.3% | -4.1% | -2.1% |
| 30D | +0.9% | +1.9% | -1.0% | +0.1% |
| 3M | -10.8% | +5.9% | -16.7% | -12.5% |
| 6M | +0.9% | +16.9% | -16.0% | -2.9% |
| YTD | +9.8% | -1.1% | +10.9% | +4.4% |
| All | +14.7% | +27.1% | -12.4% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling