+76.3%
MSFU vs CLBK
+25.5%
+50.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -5.7% | +1.2% | -6.9% | -6.0% |
| 30D | +4.2% | +9.1% | -5.0% | +2.0% |
| 3M | +27.9% | +27.7% | +0.2% | +20.7% |
| 6M | +37.1% | +40.8% | -3.7% | +26.4% |
| YTD | -7.4% | +66.4% | -73.8% | -18.0% |
| 1Y | -19.6% | +72.4% | -92.0% | -29.8% |
| 3Y | +33.2% | +50.7% | -17.5% | +16.9% |
| All | +76.3% | +25.5% | +50.9% | +58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling