-19.0%
MSFU vs CLBK
+67.6%
-86.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -2.3% | -1.5% | -0.9% | -2.3% |
| 30D | -6.3% | +6.7% | -12.9% | -6.6% |
| 3M | +40.0% | +21.2% | +18.8% | +37.9% |
| 6M | +30.1% | +42.0% | -11.9% | +29.1% |
| YTD | -10.3% | +63.3% | -73.6% | -7.4% |
| 1Y | -19.0% | +65.4% | -84.4% | -17.1% |
| All | -19.0% | +67.6% | -86.6% | -17.1% |
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