+69.3%
MSI vs CLBK
+55.4%
+13.9%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -5.8% | +1.1% | -6.9% | -5.9% |
| 30D | -1.0% | +7.8% | -8.8% | -1.9% |
| 3M | +14.2% | +23.9% | -9.7% | +11.1% |
| 6M | +1.0% | +42.3% | -41.3% | -3.4% |
| YTD | +21.5% | +65.4% | -43.9% | +13.9% |
| 1Y | -2.1% | +70.3% | -72.4% | -8.7% |
| 3Y | +69.3% | +54.5% | +14.9% | +57.7% |
| All | +69.3% | +55.4% | +13.9% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling