+5,256.1%
MS vs CLX
+2,148.6%
+3,107.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -1.6% | +13.6% | -15.1% | -6.0% |
| 30D | -3.8% | +23.4% | -27.1% | -11.0% |
| 3M | -14.6% | -2.8% | -11.8% | -14.1% |
| 6M | -5.1% | +14.0% | -19.1% | -10.8% |
| YTD | +4.5% | +4.2% | +0.3% | +0.6% |
| 1Y | +13.5% | -1.2% | +14.7% | +11.3% |
| 3Y | +160.4% | -12.7% | +173.1% | +161.4% |
| 5Y | +112.9% | -26.5% | +139.3% | +120.3% |
| 10Y | +633.4% | +20.2% | +613.2% | +451.4% |
| All | +5,256.1% | +2,148.6% | +3,107.5% | +1,377.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling