+5,285.6%
MS vs CLF
+383.6%
+4,902.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -12.2% | +6.3% | -2.8% |
| 7D | -3.4% | -21.0% | +17.6% | +2.3% |
| 30D | -3.9% | -8.0% | +4.1% | -2.9% |
| 3M | -15.9% | -10.9% | -5.0% | -14.8% |
| 6M | -2.5% | +5.8% | -8.3% | -7.0% |
| YTD | +5.1% | -15.1% | +20.2% | +4.2% |
| 1Y | +13.0% | +7.2% | +5.7% | +4.9% |
| 3Y | +160.7% | -34.2% | +194.8% | +150.9% |
| 5Y | +114.0% | -49.6% | +163.6% | +108.2% |
| 10Y | +637.5% | +109.9% | +527.6% | +292.8% |
| All | +5,285.6% | +383.6% | +4,902.0% | +1,361.1% |
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