+49.9%
MSTR vs CLX
-26.4%
+76.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -1.2% | +13.6% | -14.8% | -2.4% |
| 30D | -15.9% | +23.4% | -39.3% | -17.6% |
| 3M | +33.1% | -2.8% | +36.0% | +33.3% |
| 6M | -31.0% | +14.0% | -45.0% | -32.1% |
| YTD | -15.1% | +4.2% | -19.3% | -15.5% |
| 1Y | -45.6% | -1.2% | -44.5% | -45.5% |
| 3Y | +180.5% | -12.7% | +193.2% | +180.0% |
| All | +49.9% | -26.4% | +76.3% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling