+95.0%
MSFU vs CLX
-13.1%
+108.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.4% | -4.4% |
| 7D | +4.0% | +13.6% | -9.6% | +3.2% |
| 30D | -2.3% | +29.1% | -31.4% | -3.7% |
| 3M | +7.1% | +1.6% | +5.5% | +6.2% |
| 6M | +48.9% | +18.7% | +30.2% | +47.2% |
| YTD | +2.4% | +11.1% | -8.6% | +0.6% |
| 1Y | -8.1% | +7.0% | -15.1% | -9.3% |
| 3Y | +25.2% | -10.0% | +35.2% | +21.6% |
| All | +95.0% | -13.1% | +108.1% | +88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling