+181.3%
MSTR vs C
+204.2%
-22.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.0% | -4.2% | -5.0% |
| 7D | -8.7% | -5.3% | -3.4% | -4.1% |
| 30D | -21.4% | -7.3% | -14.1% | -16.1% |
| 3M | +31.4% | -13.5% | +44.9% | +47.5% |
| 6M | -30.8% | -6.5% | -24.3% | -28.1% |
| YTD | -14.9% | +3.6% | -18.5% | -19.2% |
| 1Y | -49.3% | +18.9% | -68.2% | -57.6% |
| All | +181.3% | +204.2% | -22.9% | +32.9% |
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