+180.5%
MSTR vs CLX
-10.2%
+190.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -1.2% | +13.6% | -14.8% | -1.3% |
| 30D | -15.9% | +23.4% | -39.3% | -16.0% |
| 3M | +33.1% | -2.8% | +36.0% | +32.7% |
| 6M | -31.0% | +14.0% | -45.0% | -30.9% |
| YTD | -15.1% | +4.2% | -19.3% | -14.0% |
| 1Y | -45.6% | -1.2% | -44.5% | -44.9% |
| 3Y | +180.5% | -12.7% | +193.2% | +200.4% |
| All | +180.5% | -10.2% | +190.7% | +200.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling