+442.2%
MSI vs CLBK
+60.9%
+381.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +3.2% | +0.9% | +2.3% | +3.0% |
| 30D | +17.6% | +3.4% | +14.2% | +16.6% |
| 3M | +14.5% | -4.3% | +18.8% | +15.6% |
| 6M | +34.3% | +28.4% | +5.9% | +25.8% |
| YTD | +39.7% | +59.4% | -19.7% | +23.6% |
| 1Y | +40.2% | +64.8% | -24.7% | +22.8% |
| 3Y | +77.1% | +50.6% | +26.6% | +53.9% |
| 5Y | +124.0% | +28.3% | +95.8% | +94.9% |
| All | +442.2% | +60.9% | +381.4% | +311.0% |
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