+570.4%
MSTR vs CL
+74.1%
+496.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | -1.2% | +1.3% | -2.5% | -1.3% |
| 30D | -15.9% | +11.4% | -27.3% | -16.7% |
| 3M | +33.1% | +4.4% | +28.7% | +32.6% |
| 6M | -31.0% | +10.8% | -41.8% | -31.6% |
| YTD | -15.1% | +25.1% | -40.3% | -17.2% |
| 1Y | -45.6% | +28.0% | -73.6% | -47.1% |
| 3Y | +180.5% | +37.6% | +142.9% | +161.8% |
| 5Y | +61.7% | +39.7% | +22.0% | +49.2% |
| All | +570.4% | +74.1% | +496.4% | +472.0% |
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