+769.9%
MSTR vs CLBK
+61.7%
+708.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.3% | -5.9% |
| 7D | -11.5% | +2.5% | -14.0% | -12.6% |
| 30D | -24.8% | +3.7% | -28.5% | -26.2% |
| 3M | +20.6% | -3.3% | +23.9% | +22.4% |
| 6M | -38.0% | +29.6% | -67.6% | -46.0% |
| YTD | -24.7% | +60.3% | -85.0% | -41.0% |
| 1Y | -49.1% | +63.4% | -112.5% | -60.6% |
| 3Y | +124.7% | +53.8% | +70.9% | +78.1% |
| 5Y | +40.9% | +29.0% | +12.0% | +15.7% |
| All | +769.9% | +61.7% | +708.2% | +526.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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