+180.5%
MSTR vs CLS
+703.9%
-523.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.2% | -22.2% | +21.0% | +7.8% |
| 30D | -15.9% | -44.4% | +28.4% | +3.3% |
| 3M | +33.1% | -34.3% | +67.4% | +53.1% |
| 6M | -31.0% | -50.1% | +19.1% | -15.1% |
| YTD | -15.1% | -30.1% | +14.9% | -11.1% |
| 1Y | -45.6% | -39.3% | -6.3% | -40.9% |
| 3Y | +180.5% | +732.7% | -552.2% | -5.1% |
| All | +180.5% | +703.9% | -523.4% | -5.1% |
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 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