+180.5%
MSTR vs CL
+38.3%
+142.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.9% |
| 7D | -1.2% | +1.3% | -2.5% | -0.8% |
| 30D | -15.9% | +11.4% | -27.3% | -13.1% |
| 3M | +33.1% | +4.4% | +28.7% | +35.5% |
| 6M | -31.0% | +10.8% | -41.8% | -28.4% |
| YTD | -15.1% | +25.1% | -40.3% | -9.0% |
| 1Y | -45.6% | +28.0% | -73.6% | -41.1% |
| 3Y | +180.5% | +37.6% | +142.9% | +217.2% |
| All | +180.5% | +38.3% | +142.2% | +217.2% |
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