+6,288.2%
MS vs CLF
+436.4%
+5,851.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.2% |
| 7D | +1.4% | +7.6% | -6.2% | -0.6% |
| 30D | -0.3% | -1.2% | +0.9% | -0.1% |
| 3M | +0.3% | -13.4% | +13.7% | +2.7% |
| 6M | +31.3% | +15.4% | +15.9% | +23.6% |
| YTD | +24.7% | -5.9% | +30.5% | +22.0% |
| 1Y | +47.9% | +18.8% | +29.1% | +32.7% |
| 3Y | +178.3% | -19.4% | +197.7% | +157.1% |
| 5Y | +144.9% | -47.7% | +192.6% | +138.1% |
| 10Y | +804.5% | +130.4% | +674.2% | +371.2% |
| All | +6,288.2% | +436.4% | +5,851.8% | +1,612.1% |
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