+1,124.1%
MSTR vs C
-25.9%
+1,150.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.0% | -4.2% | -7.5% |
| 7D | -8.7% | -5.3% | -3.4% | -6.8% |
| 30D | -21.4% | -7.3% | -14.1% | -19.2% |
| 3M | +31.4% | -13.5% | +44.9% | +38.1% |
| 6M | -30.8% | -6.5% | -24.3% | -29.3% |
| YTD | -14.9% | +3.6% | -18.5% | -15.8% |
| 1Y | -49.3% | +18.9% | -68.2% | -52.2% |
| 3Y | +184.8% | +205.0% | -20.1% | +98.2% |
| 5Y | +62.1% | +109.4% | -47.2% | +30.7% |
| 10Y | +580.0% | +232.9% | +347.0% | +352.5% |
| All | +1,124.1% | -25.9% | +1,150.1% | +860.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling