+690.7%
MSTR vs CLX
-3.9%
+694.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.3% |
| 7D | +9.3% | -3.5% | +12.9% | +9.6% |
| 30D | +36.5% | -11.9% | +48.4% | +37.7% |
| 3M | +7.3% | -2.6% | +9.9% | +7.5% |
| 6M | +2.2% | -18.2% | +20.4% | +3.9% |
| YTD | -10.2% | -5.9% | -4.3% | -9.8% |
| 1Y | -58.6% | -23.8% | -34.8% | -57.7% |
| 3Y | +283.2% | -33.6% | +316.8% | +292.6% |
| 5Y | +113.8% | -35.7% | +149.4% | +114.5% |
| 10Y | +690.7% | -2.5% | +693.2% | +589.3% |
| All | +690.7% | -3.9% | +694.7% | +589.3% |
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