+40.4%
MSTR vs CLS
+1,955.9%
-1,915.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.4% | +3.0% | 0.0% |
| 7D | -13.4% | +16.3% | -29.7% | -19.8% |
| 30D | -22.1% | -25.7% | +3.6% | -12.4% |
| 3M | +15.0% | -30.9% | +45.8% | +32.7% |
| 6M | -37.3% | -35.5% | -1.8% | -28.9% |
| YTD | -26.5% | -18.7% | -7.8% | -29.2% |
| 1Y | -46.5% | -17.9% | -28.6% | -50.1% |
| 3Y | +121.1% | +838.1% | -717.0% | -69.7% |
| All | +40.4% | +1,955.9% | -1,915.5% | -92.0% |
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