+70.7%
MSFU vs CLBK
+23.1%
+47.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -2.3% | -1.5% | -0.9% | -2.0% |
| 30D | -6.3% | +6.7% | -12.9% | -7.8% |
| 3M | +40.0% | +21.2% | +18.8% | +33.7% |
| 6M | +30.1% | +42.0% | -11.9% | +19.8% |
| YTD | -10.3% | +63.3% | -73.6% | -20.2% |
| 1Y | -19.0% | +65.4% | -84.4% | -28.6% |
| 3Y | +25.8% | +52.5% | -26.7% | +10.3% |
| All | +70.7% | +23.1% | +47.6% | +53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling