+308.9%
MSTR vs CLS
+1,229.1%
-920.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | +12.2% | +4.6% | +7.6% | +10.6% |
| 30D | +45.2% | -13.9% | +59.1% | +52.7% |
| 3M | +10.4% | -26.6% | +36.9% | +21.4% |
| 6M | -2.5% | +15.4% | -17.9% | -12.3% |
| YTD | -6.0% | +5.7% | -11.7% | -14.1% |
| 1Y | -56.4% | +41.1% | -97.5% | -66.2% |
| All | +308.9% | +1,229.1% | -920.3% | +0.9% |
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