+283.2%
MSTR vs CLBK
+55.4%
+227.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.0% |
| 7D | +9.3% | +1.1% | +8.2% | +8.6% |
| 30D | +36.5% | +7.8% | +28.7% | +30.2% |
| 3M | +7.3% | +23.9% | -16.5% | -6.7% |
| 6M | +2.2% | +42.3% | -40.1% | -18.7% |
| YTD | -10.2% | +65.4% | -75.5% | -35.0% |
| 1Y | -58.6% | +70.3% | -128.9% | -70.8% |
| 3Y | +283.2% | +54.5% | +228.7% | +202.6% |
| All | +283.2% | +55.4% | +227.8% | +202.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling