+570.4%
MSTR vs CLS
+1,628.1%
-1,057.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.2% | -22.2% | +21.0% | +9.0% |
| 30D | -15.9% | -44.4% | +28.4% | +5.9% |
| 3M | +33.1% | -34.3% | +67.4% | +55.6% |
| 6M | -31.0% | -50.1% | +19.1% | -13.0% |
| YTD | -15.1% | -30.1% | +14.9% | -10.9% |
| 1Y | -45.6% | -39.3% | -6.3% | -40.7% |
| 3Y | +180.5% | +732.7% | -552.2% | -22.8% |
| 5Y | +61.7% | +1,777.2% | -1,715.5% | -69.4% |
| All | +570.4% | +1,628.1% | -1,057.7% | +7.1% |
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