+1,124.1%
MSTR vs CLF
+150.7%
+973.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.2% | +2.9% | -6.9% |
| 7D | -8.7% | -21.0% | +12.3% | -4.5% |
| 30D | -21.4% | -8.0% | -13.4% | -20.6% |
| 3M | +31.4% | -10.9% | +42.4% | +33.0% |
| 6M | -30.8% | +5.8% | -36.6% | -33.2% |
| YTD | -14.9% | -15.1% | +0.2% | -15.0% |
| 1Y | -49.3% | +7.2% | -56.5% | -51.7% |
| 3Y | +184.8% | -34.2% | +219.0% | +185.9% |
| 5Y | +62.1% | -49.6% | +111.7% | +71.5% |
| 10Y | +580.0% | +109.9% | +470.0% | +407.2% |
| All | +1,124.1% | +150.7% | +973.4% | +506.4% |
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