+374.6%
MSI vs CLBK
+65.5%
+309.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.4% | -1.5% | +1.0% | 0.0% |
| 30D | -0.8% | -1.0% | +0.3% | -0.5% |
| 3M | +13.9% | +22.9% | -9.0% | +8.1% |
| 6M | +1.3% | +44.2% | -42.9% | -7.7% |
| YTD | +22.3% | +64.0% | -41.7% | +7.6% |
| 1Y | -3.9% | +65.7% | -69.5% | -16.0% |
| 3Y | +69.9% | +54.1% | +15.8% | +46.8% |
| 5Y | +103.8% | +44.7% | +59.1% | +67.4% |
| All | +374.6% | +65.5% | +309.2% | +257.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling