+124.2%
MSI vs CLBK
+27.8%
+96.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +3.2% | +0.9% | +2.3% | +3.1% |
| 30D | +17.6% | +3.4% | +14.2% | +17.1% |
| 3M | +14.5% | -4.3% | +18.8% | +15.0% |
| 6M | +34.3% | +28.4% | +5.9% | +30.3% |
| YTD | +39.7% | +59.4% | -19.7% | +32.2% |
| 1Y | +40.2% | +64.8% | -24.7% | +32.0% |
| 3Y | +77.1% | +50.6% | +26.6% | +66.5% |
| All | +124.2% | +27.8% | +96.5% | +106.8% |
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