+566.6%
MSTR vs CLSK
-60.8%
+627.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.9% | +1.2% |
| 7D | -8.3% | +7.7% | -16.0% | -9.1% |
| 30D | +38.1% | +12.2% | +25.9% | +36.5% |
| 3M | +9.0% | -15.5% | +24.5% | +10.4% |
| 6M | -5.3% | +39.3% | -44.7% | -9.0% |
| YTD | -13.8% | +35.1% | -48.9% | -16.6% |
| 1Y | -59.8% | +34.0% | -93.8% | -61.3% |
| 3Y | +282.2% | +226.3% | +55.9% | +251.4% |
| 5Y | +112.8% | +6.4% | +106.4% | +104.3% |
| All | +566.6% | -60.8% | +627.4% | +547.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 10y: compounded portfolio wealth divided by compounded CLSK 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…
10y analysis · Full analysis span regression · 6 months rolling