+70.7%
MSFU vs CLX
-28.0%
+98.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | -2.3% | -4.9% | +2.6% | -2.2% |
| 30D | -6.3% | -15.8% | +9.6% | -5.9% |
| 3M | +40.0% | -7.9% | +47.9% | +40.0% |
| 6M | +30.1% | -19.0% | +49.1% | +31.3% |
| YTD | -10.3% | -7.9% | -2.4% | -10.9% |
| 1Y | -19.0% | -25.4% | +6.3% | -17.5% |
| 3Y | +25.8% | -35.0% | +60.8% | +30.3% |
| All | +70.7% | -28.0% | +98.7% | +66.9% |
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