+181.3%
MSTR vs CL
+41.3%
+140.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.2% | -9.3% |
| 7D | -8.7% | +5.9% | -14.6% | -7.0% |
| 30D | -21.4% | +13.8% | -35.2% | -18.2% |
| 3M | +31.4% | +6.4% | +25.0% | +34.6% |
| 6M | -30.8% | +15.6% | -46.4% | -27.4% |
| YTD | -14.9% | +27.9% | -42.8% | -8.1% |
| 1Y | -49.3% | +31.4% | -80.7% | -44.6% |
| All | +181.3% | +41.3% | +140.0% | +220.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling