+5,626.0%
MS vs CLF
+451.0%
+5,175.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.2% | +13.4% | +6.6% |
| 7D | +2.6% | -7.9% | +10.5% | +4.6% |
| 30D | +2.6% | +5.2% | -2.6% | +0.3% |
| 3M | -10.1% | +4.3% | -14.4% | -12.5% |
| 6M | +4.4% | +25.3% | -20.9% | -4.6% |
| YTD | +11.7% | -3.3% | +15.1% | +7.1% |
| 1Y | +20.9% | +20.2% | +0.7% | +9.1% |
| 3Y | +177.1% | -25.0% | +202.1% | +158.1% |
| 5Y | +127.7% | -42.1% | +169.9% | +113.9% |
| 10Y | +684.1% | +139.1% | +544.9% | +304.1% |
| All | +5,626.0% | +451.0% | +5,175.0% | +1,402.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling