+160.4%
MS vs CLF
-33.4%
+193.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | -1.6% | -19.6% | +18.0% | +1.9% |
| 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% | -7.3% |
| YTD | +4.5% | -13.7% | +18.2% | +3.7% |
| 1Y | +13.5% | +13.6% | 0.0% | +7.0% |
| 3Y | +160.4% | -34.0% | +194.4% | +143.8% |
| All | +160.4% | -33.4% | +193.8% | +143.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling