+26.9%
MSFU vs CLX
-34.1%
+61.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.8% | -2.4% |
| 7D | -3.2% | -3.5% | +0.4% | -3.5% |
| 30D | -3.1% | -11.9% | +8.7% | -4.2% |
| 3M | +35.3% | -2.6% | +37.9% | +35.0% |
| 6M | +31.6% | -18.2% | +49.7% | +30.0% |
| YTD | -9.5% | -5.9% | -3.6% | -10.2% |
| 1Y | -18.4% | -23.8% | +5.4% | -19.1% |
| 3Y | +26.9% | -33.6% | +60.5% | +34.1% |
| All | +26.9% | -34.1% | +61.1% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CLX 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling