+481.0%
MSTR vs CLF
+74.2%
+406.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -1.5% |
| 7D | -13.4% | +10.4% | -23.8% | -16.0% |
| 30D | -22.1% | +0.6% | -22.6% | -23.0% |
| 3M | +15.0% | +4.1% | +10.8% | +11.5% |
| 6M | -37.3% | +15.1% | -52.4% | -42.1% |
| YTD | -26.5% | -4.7% | -21.8% | -29.5% |
| 1Y | -46.5% | +20.4% | -66.8% | -52.1% |
| 3Y | +121.1% | -23.4% | +144.5% | +109.0% |
| 5Y | +37.5% | -43.3% | +80.8% | +39.9% |
| All | +481.0% | +74.2% | +406.8% | +347.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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