-3.5%
MSFU vs CLBK
+65.7%
-69.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +0.9% | +12.6% | +13.5% |
| 7D | +8.2% | +4.6% | +3.6% | +8.3% |
| 30D | +10.2% | -1.5% | +11.7% | +10.4% |
| 3M | +22.9% | +4.4% | +18.5% | +23.0% |
| 6M | +63.2% | +31.7% | +31.5% | +65.3% |
| YTD | +11.7% | +58.7% | -47.0% | +25.8% |
| 1Y | -3.5% | +64.9% | -68.4% | +10.2% |
| All | -3.5% | +65.7% | -69.2% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling