+571.9%
MSTR vs CLX
+20.0%
+551.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -1.2% | +13.6% | -14.8% | -2.1% |
| 30D | -15.9% | +23.4% | -39.3% | -17.2% |
| 3M | +33.1% | -2.8% | +36.0% | +33.3% |
| 6M | -31.0% | +14.0% | -45.0% | -31.8% |
| YTD | -15.1% | +4.2% | -19.3% | -15.5% |
| 1Y | -45.6% | -1.2% | -44.5% | -45.6% |
| 3Y | +180.5% | -12.7% | +193.2% | +181.1% |
| 5Y | +61.7% | -26.5% | +88.2% | +60.6% |
| All | +571.9% | +20.0% | +551.9% | +474.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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