+6,288.2%
MS vs CLX
+1,963.5%
+4,324.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | +1.4% | -9.2% | +10.6% | +5.0% |
| 30D | -0.3% | -11.0% | +10.8% | +4.0% |
| 3M | +0.3% | +5.0% | -4.7% | -2.4% |
| 6M | +31.3% | -18.8% | +50.2% | +39.8% |
| YTD | +24.7% | -4.4% | +29.1% | +24.2% |
| 1Y | +47.9% | -21.9% | +69.8% | +58.4% |
| 3Y | +178.3% | -32.8% | +211.1% | +209.2% |
| 5Y | +144.9% | -34.6% | +179.4% | +165.6% |
| 10Y | +804.5% | -4.7% | +809.2% | +655.3% |
| All | +6,288.2% | +1,963.5% | +4,324.8% | +1,724.4% |
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 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