+120.4%
MSTR vs CL
+28.4%
+92.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.5% |
| 7D | +12.2% | -2.2% | +14.3% | +12.0% |
| 30D | +45.2% | -4.8% | +50.0% | +44.7% |
| 3M | +10.4% | +4.9% | +5.5% | +10.8% |
| 6M | -2.5% | -5.7% | +3.2% | -3.2% |
| YTD | -6.0% | +14.4% | -20.4% | -5.3% |
| 1Y | -56.4% | +8.7% | -65.2% | -56.0% |
| 3Y | +306.3% | +30.0% | +276.3% | +284.9% |
| All | +120.4% | +28.4% | +92.0% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling