+121.1%
MSTR vs CLSK
+80.2%
+40.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.3% | -1.0% |
| 7D | -13.4% | +8.0% | -21.4% | -17.5% |
| 30D | -22.1% | -27.9% | +5.8% | -10.3% |
| 3M | +15.0% | -42.3% | +57.2% | +48.6% |
| 6M | -37.3% | -50.0% | +12.7% | -17.8% |
| YTD | -26.5% | -34.3% | +7.7% | -18.2% |
| 1Y | -46.5% | -44.5% | -2.0% | -36.6% |
| 3Y | +121.1% | +74.5% | +46.5% | +40.7% |
| All | +121.1% | +80.2% | +40.9% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling