+107.1%
MSTR vs CLSK
+2.1%
+105.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -1.9% |
| 7D | +7.7% | +17.2% | -9.5% | -1.7% |
| 30D | +36.3% | +14.6% | +21.8% | +25.2% |
| 3M | +13.4% | -16.8% | +30.2% | +19.0% |
| 6M | -4.5% | +38.2% | -42.7% | -27.5% |
| YTD | -12.7% | +31.2% | -43.9% | -32.0% |
| 1Y | -59.6% | +37.3% | -96.9% | -72.2% |
| 3Y | +272.5% | +201.8% | +70.6% | +14.4% |
| 5Y | +107.1% | -1.6% | +108.7% | -3.5% |
| All | +107.1% | +2.1% | +105.0% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling