+121.1%
MSTR vs CLX
-6.4%
+127.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.4% |
| 7D | -13.4% | +9.5% | -22.9% | -13.4% |
| 30D | -22.1% | +30.7% | -52.8% | -22.0% |
| 3M | +15.0% | +4.2% | +10.7% | +14.6% |
| 6M | -37.3% | +22.1% | -59.4% | -37.1% |
| YTD | -26.5% | +14.1% | -40.6% | -25.5% |
| 1Y | -46.5% | +10.3% | -56.8% | -45.7% |
| 3Y | +121.1% | -7.8% | +128.9% | +134.8% |
| All | +121.1% | -6.4% | +127.5% | +134.8% |
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