+911.0%
MSTR vs CLS
+3,265.4%
-2,354.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +53.1% |
| 3M | +10.4% | -26.6% | +36.9% | +21.8% |
| 6M | -2.5% | +15.4% | -17.9% | -12.1% |
| YTD | -6.0% | +5.7% | -11.7% | -14.0% |
| 1Y | -56.4% | +41.1% | -97.5% | -65.6% |
| 3Y | +306.3% | +1,228.6% | -922.3% | +23.1% |
| 5Y | +100.5% | +3,240.6% | -3,140.2% | -56.3% |
| 10Y | +741.1% | +2,760.3% | -2,019.3% | +72.8% |
| All | +911.0% | +3,265.4% | -2,354.4% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling