+1,252.0%
MSTR vs CLF
+178.1%
+1,073.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.7% |
| 7D | +12.2% | +7.6% | +4.6% | +10.4% |
| 30D | +45.2% | -1.2% | +46.4% | +45.2% |
| 3M | +10.4% | -13.4% | +23.8% | +12.4% |
| 6M | -2.5% | +15.4% | -17.9% | -6.8% |
| YTD | -6.0% | -5.9% | -0.1% | -7.3% |
| 1Y | -56.4% | +18.8% | -75.2% | -59.4% |
| 3Y | +306.3% | -19.4% | +325.7% | +295.7% |
| 5Y | +100.5% | -47.7% | +148.2% | +111.2% |
| 10Y | +741.1% | +130.4% | +610.7% | +517.3% |
| All | +1,252.0% | +178.1% | +1,073.9% | +561.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling