+180.5%
MSTR vs CLF
-33.4%
+213.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.8% |
| 7D | -1.2% | -19.6% | +18.4% | +4.9% |
| 30D | -15.9% | -5.0% | -11.0% | -15.5% |
| 3M | +33.1% | -6.3% | +39.4% | +33.2% |
| 6M | -31.0% | +2.8% | -33.8% | -34.3% |
| YTD | -15.1% | -13.7% | -1.4% | -16.1% |
| 1Y | -45.6% | +13.6% | -59.2% | -51.3% |
| 3Y | +180.5% | -34.0% | +214.5% | +176.1% |
| All | +180.5% | -33.4% | +213.9% | +176.1% |
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