+283.2%
MSTR vs CLX
-34.1%
+317.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.4% |
| 7D | +9.3% | -3.5% | +12.9% | +9.4% |
| 30D | +36.5% | -11.9% | +48.4% | +36.9% |
| 3M | +7.3% | -2.6% | +9.9% | +7.6% |
| 6M | +2.2% | -18.2% | +20.4% | +4.6% |
| YTD | -10.2% | -5.9% | -4.3% | -9.1% |
| 1Y | -58.6% | -23.8% | -34.8% | -57.5% |
| 3Y | +283.2% | -33.6% | +316.8% | +272.1% |
| All | +283.2% | -34.1% | +317.3% | +272.1% |
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