-70.4%
MSTZ vs CLBK
+3.1%
-73.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +1.0% |
| 7D | -1.2% | +0.6% | -1.8% | -1.2% |
| 30D | +22.2% | +2.9% | +19.3% | +21.6% |
| 3M | -70.4% | +3.0% | -73.4% | -72.9% |
| All | -70.4% | +3.1% | -73.5% | -72.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling