+521.9%
MSTR vs CL
+84.6%
+437.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -14.2% | -0.8% | -13.4% | -14.1% |
| 30D | -19.9% | +9.5% | -29.4% | -20.4% |
| 3M | +27.3% | +6.8% | +20.6% | +26.6% |
| 6M | -37.6% | +14.3% | -51.8% | -38.3% |
| YTD | -19.5% | +27.0% | -46.5% | -21.6% |
| 1Y | -47.1% | +26.3% | -73.4% | -48.5% |
| 3Y | +140.3% | +39.3% | +101.0% | +123.9% |
| 5Y | +49.5% | +41.5% | +8.0% | +37.7% |
| 10Y | +521.9% | +84.1% | +437.8% | +425.0% |
| All | +521.9% | +84.6% | +437.3% | +425.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling