-42.3%
MSTR vs CAG
-6.8%
-35.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.0% | -0.9% | +6.1% |
| 7D | -1.8% | +9.7% | -11.5% | -0.1% |
| 30D | -13.3% | +15.8% | -29.1% | -11.1% |
| 3M | +46.0% | +1.8% | +44.2% | +46.6% |
| 6M | -22.4% | +11.5% | -34.0% | -20.9% |
| YTD | -6.2% | -6.7% | +0.5% | -12.6% |
| 1Y | -42.3% | -5.6% | -36.7% | -46.8% |
| All | -42.3% | -6.8% | -35.5% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling