+554.5%
MSTR vs CLF
+92.7%
+461.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.0% | -9.6% | -4.5% |
| 7D | -4.0% | -14.1% | +10.1% | -0.2% |
| 30D | -18.6% | -5.5% | -13.1% | -18.1% |
| 3M | +25.6% | 0.0% | +25.6% | +23.3% |
| 6M | -33.1% | +11.3% | -44.3% | -37.5% |
| YTD | -17.3% | -7.7% | -9.7% | -19.9% |
| 1Y | -48.1% | +17.5% | -65.6% | -53.3% |
| 3Y | +154.2% | -25.4% | +179.6% | +142.4% |
| 5Y | +46.2% | -46.0% | +92.2% | +50.7% |
| 10Y | +554.5% | +80.1% | +474.5% | +409.2% |
| All | +554.5% | +92.7% | +461.9% | +409.2% |
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