+521.9%
MSTR vs CLS
+1,924.3%
-1,402.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.5% | -7.4% | -2.4% |
| 7D | -14.2% | +2.8% | -16.9% | -15.5% |
| 30D | -19.9% | -30.1% | +10.2% | -8.4% |
| 3M | +27.3% | -21.7% | +49.1% | +37.9% |
| 6M | -37.6% | -36.2% | -1.3% | -29.2% |
| YTD | -19.5% | -17.8% | -1.7% | -21.3% |
| 1Y | -47.1% | -26.8% | -20.3% | -46.7% |
| 3Y | +140.3% | +853.4% | -713.1% | -37.6% |
| 5Y | +49.5% | +2,005.0% | -1,955.5% | -73.3% |
| 10Y | +521.9% | +1,929.4% | -1,407.6% | -7.6% |
| All | +521.9% | +1,924.3% | -1,402.5% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling