+1,252.0%
MSTR vs CAG
+78.8%
+1,173.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +12.2% | -3.8% | +16.0% | +12.7% |
| 30D | +45.2% | +3.1% | +42.0% | +44.4% |
| 3M | +10.4% | +23.5% | -13.1% | +6.9% |
| 6M | -2.5% | -14.8% | +12.4% | -0.6% |
| YTD | -6.0% | -5.4% | -0.6% | -6.0% |
| 1Y | -56.4% | -11.8% | -44.6% | -56.0% |
| 3Y | +306.3% | -36.7% | +342.9% | +325.1% |
| 5Y | +100.5% | -40.3% | +140.8% | +110.8% |
| 10Y | +741.1% | -37.0% | +778.1% | +744.4% |
| All | +1,252.0% | +78.8% | +1,173.2% | +1,282.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling