+554.5%
MSTR vs CLS
+1,765.4%
-1,210.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.9% | -10.4% | -5.8% |
| 7D | -4.0% | -10.6% | +6.6% | -0.1% |
| 30D | -18.6% | -38.4% | +19.8% | -1.9% |
| 3M | +25.6% | -29.9% | +55.4% | +42.5% |
| 6M | -33.1% | -40.6% | +7.6% | -21.7% |
| YTD | -17.3% | -24.6% | +7.2% | -16.1% |
| 1Y | -48.1% | -30.8% | -17.3% | -46.5% |
| 3Y | +154.2% | +811.7% | -657.5% | -32.8% |
| 5Y | +46.2% | +1,838.4% | -1,792.2% | -72.9% |
| 10Y | +554.5% | +1,751.5% | -1,197.0% | +1.3% |
| All | +554.5% | +1,765.4% | -1,210.9% | +1.3% |
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