+1,252.0%
MSTR vs CLX
+356.4%
+895.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | +12.2% | -9.2% | +21.4% | +14.4% |
| 30D | +45.2% | -11.0% | +56.2% | +48.7% |
| 3M | +10.4% | +5.0% | +5.3% | +8.8% |
| 6M | -2.5% | -18.8% | +16.3% | +1.1% |
| YTD | -6.0% | -4.4% | -1.6% | -6.1% |
| 1Y | -56.4% | -21.9% | -34.6% | -54.6% |
| 3Y | +306.3% | -32.8% | +339.0% | +332.1% |
| 5Y | +100.5% | -34.6% | +135.0% | +110.7% |
| 10Y | +741.1% | -4.7% | +745.8% | +661.2% |
| All | +1,252.0% | +356.4% | +895.5% | +646.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling