+181.3%
MSTR vs CLF
-34.5%
+215.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.2% | +2.9% | -5.8% |
| 7D | -8.7% | -21.0% | +12.3% | -2.6% |
| 30D | -21.4% | -8.0% | -13.4% | -20.2% |
| 3M | +31.4% | -10.9% | +42.4% | +33.6% |
| 6M | -30.8% | +5.8% | -36.6% | -34.8% |
| YTD | -14.9% | -15.1% | +0.2% | -15.5% |
| 1Y | -49.3% | +7.2% | -56.5% | -53.7% |
| All | +181.3% | -34.5% | +215.8% | +178.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling