-30.2%
MSTZ vs CLBK
+73.3%
-103.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -29.7% | +1.2% | -30.9% | -28.8% |
| 30D | -65.3% | +9.1% | -74.4% | -62.4% |
| 3M | -57.3% | +27.7% | -85.0% | -46.3% |
| 6M | -61.6% | +40.8% | -102.5% | -44.9% |
| YTD | -78.3% | +66.4% | -144.7% | -63.9% |
| 1Y | -30.2% | +72.4% | -102.6% | +17.2% |
| All | -30.2% | +73.3% | -103.5% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling