+161.8%
MS vs CLF
-34.5%
+196.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -12.2% | +6.3% | -3.9% |
| 7D | -3.4% | -21.0% | +17.6% | +0.2% |
| 30D | -3.9% | -8.0% | +4.1% | -3.2% |
| 3M | -15.9% | -10.9% | -5.0% | -15.1% |
| 6M | -2.5% | +5.8% | -8.3% | -5.3% |
| YTD | +5.1% | -15.1% | +20.2% | +4.6% |
| 1Y | +13.0% | +7.2% | +5.7% | +7.5% |
| All | +161.8% | -34.5% | +196.4% | +145.9% |
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