+1,252.0%
MSTR vs C
-14.3%
+1,266.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +12.2% | +3.6% | +8.5% | +10.9% |
| 30D | +45.2% | +0.1% | +45.1% | +44.9% |
| 3M | +10.4% | +2.4% | +8.0% | +9.3% |
| 6M | -2.5% | +24.9% | -27.4% | -9.9% |
| YTD | -6.0% | +19.8% | -25.8% | -11.7% |
| 1Y | -56.4% | +44.9% | -101.3% | -61.7% |
| 3Y | +306.3% | +263.0% | +43.3% | +166.0% |
| 5Y | +100.5% | +129.5% | -29.0% | +56.2% |
| 10Y | +741.1% | +291.6% | +449.5% | +428.9% |
| All | +1,252.0% | -14.3% | +1,266.3% | +907.8% |
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