+100.0%
MSI vs CLBK
+41.8%
+58.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -4.0% | -1.5% | -2.5% | -3.8% |
| 30D | -0.5% | +6.7% | -7.1% | -1.2% |
| 3M | +11.4% | +21.2% | -9.8% | +9.0% |
| 6M | +1.0% | +42.0% | -41.0% | -3.0% |
| YTD | +20.7% | +63.3% | -42.6% | +14.1% |
| 1Y | -2.7% | +65.4% | -68.1% | -8.2% |
| 3Y | +68.2% | +52.5% | +15.7% | +58.2% |
| 5Y | +100.0% | +42.0% | +58.0% | +86.3% |
| All | +100.0% | +41.8% | +58.1% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling