+72.2%
MSFU vs CLBK
+24.7%
+47.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -3.2% | +1.1% | -4.3% | -3.4% |
| 30D | -3.1% | +7.8% | -10.9% | -4.9% |
| 3M | +35.3% | +23.9% | +11.4% | +28.5% |
| 6M | +31.6% | +42.3% | -10.7% | +21.1% |
| YTD | -9.5% | +65.4% | -74.9% | -19.7% |
| 1Y | -18.4% | +70.3% | -88.7% | -28.6% |
| 3Y | +26.9% | +54.5% | -27.5% | +10.9% |
| All | +72.2% | +24.7% | +47.5% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling