+62.1%
MSTR vs CLF
-49.8%
+111.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.2% | +2.9% | -4.4% |
| 7D | -8.7% | -21.0% | +12.3% | -0.1% |
| 30D | -21.4% | -8.0% | -13.4% | -19.9% |
| 3M | +31.4% | -10.9% | +42.4% | +34.0% |
| 6M | -30.8% | +5.8% | -36.6% | -36.7% |
| YTD | -14.9% | -15.1% | +0.2% | -16.6% |
| 1Y | -49.3% | +7.2% | -56.5% | -55.7% |
| 3Y | +184.8% | -34.2% | +219.0% | +178.1% |
| 5Y | +62.1% | -49.6% | +111.7% | +73.6% |
| All | +62.1% | -49.8% | +111.9% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling