+556.2%
MS vs CLX
+29.7%
+526.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -1.7% | +7.8% | -9.5% | -2.5% |
| 30D | +0.9% | +28.5% | -27.6% | -1.5% |
| 3M | -10.8% | +1.3% | -12.2% | -11.0% |
| 6M | +0.9% | +23.4% | -22.5% | -1.5% |
| YTD | +9.8% | +11.4% | -1.6% | +8.1% |
| 1Y | +17.1% | +6.9% | +10.2% | +15.7% |
| 3Y | +175.7% | -9.8% | +185.5% | +176.7% |
| 5Y | +125.9% | -22.7% | +148.5% | +127.2% |
| 10Y | +556.2% | +28.7% | +527.4% | +525.4% |
| All | +556.2% | +29.7% | +526.5% | +525.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling