-42.3%
MSTR vs CB
+34.9%
-77.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +6.2% |
| 7D | -1.8% | +5.3% | -7.1% | +1.1% |
| 30D | -13.3% | +13.2% | -26.5% | -7.2% |
| 3M | +46.0% | +7.8% | +38.2% | +51.9% |
| 6M | -22.4% | +15.8% | -38.2% | -13.9% |
| YTD | -6.2% | +21.0% | -27.2% | +6.2% |
| 1Y | -42.3% | +32.2% | -74.5% | -34.5% |
| All | -42.3% | +34.9% | -77.1% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling