+308.9%
MSTR vs CAG
-36.5%
+345.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.6% |
| 7D | +12.2% | -3.8% | +16.0% | +11.4% |
| 30D | +45.2% | +3.1% | +42.0% | +46.0% |
| 3M | +10.4% | +23.5% | -13.1% | +16.3% |
| 6M | -2.5% | -14.8% | +12.4% | -7.7% |
| YTD | -6.0% | -5.4% | -0.6% | -7.9% |
| 1Y | -56.4% | -11.8% | -44.6% | -58.0% |
| All | +308.9% | -36.5% | +345.4% | +239.6% |
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