-19.0%
MSFU vs CLX
-25.2%
+6.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -1.3% |
| 7D | -2.3% | -4.9% | +2.6% | -3.3% |
| 30D | -6.3% | -15.8% | +9.6% | -9.5% |
| 3M | +40.0% | -7.9% | +47.9% | +36.7% |
| 6M | +30.1% | -19.0% | +49.1% | +22.3% |
| YTD | -10.3% | -7.9% | -2.4% | -11.3% |
| 1Y | -19.0% | -25.4% | +6.3% | -27.3% |
| All | -19.0% | -25.2% | +6.1% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling