+570.4%
MSTR vs C
+227.2%
+343.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | -1.2% | -2.4% | +1.2% | +0.5% |
| 30D | -15.9% | -6.0% | -10.0% | -12.6% |
| 3M | +33.1% | -10.5% | +43.7% | +42.0% |
| 6M | -31.0% | -5.7% | -25.3% | -29.0% |
| YTD | -15.1% | +4.1% | -19.3% | -17.6% |
| 1Y | -45.6% | +20.5% | -66.1% | -51.7% |
| 3Y | +180.5% | +208.1% | -27.6% | +46.9% |
| 5Y | +61.7% | +110.4% | -48.8% | +3.4% |
| All | +570.4% | +227.2% | +343.2% | +269.6% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 10y: compounded portfolio wealth divided by compounded C 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…
10y analysis · Full analysis span regression · 6 months rolling