+95.0%
MSFU vs CLBK
+22.0%
+73.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.4% |
| 7D | +4.0% | +2.9% | +1.2% | +3.4% |
| 30D | -2.3% | +5.4% | -7.7% | -3.5% |
| 3M | +7.1% | +5.8% | +1.4% | +5.5% |
| 6M | +48.9% | +28.9% | +20.0% | +40.1% |
| YTD | +2.4% | +61.8% | -59.4% | -8.7% |
| 1Y | -8.1% | +63.1% | -71.2% | -18.6% |
| 3Y | +25.2% | +55.3% | -30.2% | +9.3% |
| All | +95.0% | +22.0% | +73.0% | +75.8% |
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