+554.5%
MSTR vs CAG
-38.3%
+592.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.6% |
| 7D | -4.0% | +4.6% | -8.5% | -4.2% |
| 30D | -18.6% | +14.7% | -33.3% | -19.4% |
| 3M | +25.6% | +2.4% | +23.2% | +25.3% |
| 6M | -33.1% | +10.7% | -43.8% | -33.6% |
| YTD | -17.3% | -5.5% | -11.8% | -17.5% |
| 1Y | -48.1% | -4.6% | -43.5% | -48.3% |
| 3Y | +154.2% | -34.4% | +188.6% | +158.4% |
| 5Y | +46.2% | -39.2% | +85.4% | +50.0% |
| 10Y | +554.5% | -39.0% | +593.5% | +546.3% |
| All | +554.5% | -38.3% | +592.8% | +546.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling