-42.3%
MSTR vs CLS
-28.7%
-13.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -9.1% | +14.1% | +7.7% |
| 7D | -1.8% | -21.1% | +19.3% | +4.9% |
| 30D | -13.3% | -38.2% | +24.9% | -0.9% |
| 3M | +46.0% | -36.3% | +82.3% | +63.1% |
| 6M | -22.4% | -43.8% | +21.4% | -12.3% |
| YTD | -6.2% | -20.0% | +13.8% | -3.9% |
| 1Y | -42.3% | -29.6% | -12.7% | -40.0% |
| All | -42.3% | -28.7% | -13.6% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling