+40.9%
MSTR vs CLS
+2,101.3%
-2,060.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.6% | -11.1% | -8.6% |
| 7D | -11.5% | +23.5% | -35.0% | -20.2% |
| 30D | -24.8% | -28.9% | +4.1% | -13.7% |
| 3M | +20.6% | -25.2% | +45.8% | +34.4% |
| 6M | -38.0% | -32.1% | -5.9% | -31.2% |
| YTD | -24.7% | -14.1% | -10.6% | -29.2% |
| 1Y | -49.1% | -24.1% | -25.0% | -50.2% |
| 3Y | +124.7% | +897.0% | -772.3% | -70.1% |
| 5Y | +40.9% | +2,089.9% | -2,049.0% | -92.2% |
| All | +40.9% | +2,101.3% | -2,060.4% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling