+154.2%
MSTR vs C
+215.4%
-61.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.0% | -4.6% |
| 7D | -4.0% | -0.9% | -3.0% | -3.0% |
| 30D | -18.6% | -5.4% | -13.2% | -14.8% |
| 3M | +25.6% | -9.2% | +34.7% | +35.1% |
| 6M | -33.1% | -1.8% | -31.2% | -33.2% |
| YTD | -17.3% | +6.7% | -24.0% | -23.6% |
| 1Y | -48.1% | +23.5% | -71.6% | -58.1% |
| 3Y | +154.2% | +219.8% | -65.6% | +14.3% |
| All | +154.2% | +215.4% | -61.2% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling