+376.5%
MSI vs CLBK
+67.9%
+308.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.7% | +1.2% | -4.9% | -4.0% |
| 30D | +6.8% | +9.1% | -2.3% | +4.5% |
| 3M | +14.3% | +27.7% | -13.4% | +7.4% |
| 6M | -1.6% | +40.8% | -42.4% | -9.9% |
| YTD | +22.8% | +66.4% | -43.6% | +7.6% |
| 1Y | -1.1% | +72.4% | -73.5% | -14.4% |
| 3Y | +70.5% | +50.7% | +19.8% | +48.5% |
| 5Y | +102.8% | +42.9% | +59.9% | +68.4% |
| All | +376.5% | +67.9% | +308.6% | +257.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling