-99.2%
MSTZ vs CLBK
+39.9%
-139.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.1% | +14.0% | +11.4% |
| 7D | +25.6% | +2.5% | +23.1% | +29.4% |
| 30D | +50.6% | +3.7% | +46.9% | +56.9% |
| 3M | -64.5% | -3.3% | -61.2% | -65.8% |
| 6M | -14.0% | +29.6% | -43.7% | +22.4% |
| YTD | -76.4% | +60.3% | -136.7% | -52.0% |
| 1Y | -56.2% | +63.4% | -119.7% | -8.0% |
| All | -99.2% | +39.9% | -139.1% | -98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling