+180.5%
MSTR vs CAG
-34.1%
+214.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | -0.7% |
| 7D | -1.2% | +5.8% | -7.0% | +0.2% |
| 30D | -15.9% | +16.4% | -32.3% | -12.4% |
| 3M | +33.1% | +3.8% | +29.3% | +35.0% |
| 6M | -31.0% | +10.8% | -41.8% | -28.7% |
| YTD | -15.1% | -5.8% | -9.3% | -16.7% |
| 1Y | -45.6% | -2.4% | -43.3% | -46.0% |
| 3Y | +180.5% | -33.4% | +213.9% | +136.6% |
| All | +180.5% | -34.1% | +214.6% | +136.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling