+142.3%
MSTR vs CLS
+852.3%
-709.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.5% | -7.4% | -2.0% |
| 7D | -14.2% | +2.8% | -16.9% | -15.3% |
| 30D | -19.9% | -30.1% | +10.2% | -9.7% |
| 3M | +27.3% | -21.7% | +49.1% | +36.9% |
| 6M | -37.6% | -36.2% | -1.3% | -30.0% |
| YTD | -19.5% | -17.8% | -1.7% | -20.8% |
| 1Y | -47.1% | -26.8% | -20.3% | -46.4% |
| All | +142.3% | +852.3% | -709.9% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling