+468.1%
MSTR vs CLSK
-80.9%
+549.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.3% | -2.1% |
| 7D | -13.4% | +8.0% | -21.4% | -14.2% |
| 30D | -22.1% | -27.9% | +5.8% | -19.6% |
| 3M | +15.0% | -42.3% | +57.2% | +21.6% |
| 6M | -37.3% | -50.0% | +12.7% | -33.1% |
| YTD | -26.5% | -34.3% | +7.7% | -23.5% |
| 1Y | -46.5% | -44.5% | -2.0% | -43.4% |
| 3Y | +121.1% | +74.5% | +46.5% | +117.6% |
| 5Y | +37.5% | -69.0% | +106.5% | +43.7% |
| All | +468.1% | -80.9% | +549.0% | +493.7% |
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