+121.1%
MSTR vs CAG
-36.3%
+157.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.7% | -2.1% |
| 7D | -13.4% | -3.3% | -10.1% | -14.2% |
| 30D | -22.1% | +7.7% | -29.7% | -20.3% |
| 3M | +15.0% | -3.2% | +18.1% | +14.6% |
| 6M | -37.3% | +7.0% | -44.3% | -35.9% |
| YTD | -26.5% | -9.0% | -17.6% | -28.5% |
| 1Y | -46.5% | -9.6% | -36.9% | -48.0% |
| 3Y | +121.1% | -36.0% | +157.1% | +89.5% |
| All | +121.1% | -36.3% | +157.4% | +89.5% |
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