+626.8%
MSTR vs CLSK
-63.6%
+690.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | +12.2% | +8.8% | +3.3% | +11.3% |
| 30D | +45.2% | -6.0% | +51.2% | +46.2% |
| 3M | +10.4% | -24.4% | +34.8% | +13.2% |
| 6M | -2.5% | +19.0% | -21.5% | -4.7% |
| YTD | -6.0% | +25.4% | -31.4% | -8.3% |
| 1Y | -56.4% | +39.8% | -96.2% | -58.1% |
| 3Y | +306.3% | +177.7% | +128.6% | +278.7% |
| 5Y | +100.5% | -11.0% | +111.5% | +94.5% |
| All | +626.8% | -63.6% | +690.4% | +611.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling