+570.4%
MSTR vs CB
+248.0%
+322.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -1.2% | +0.2% | -1.5% | -1.3% |
| 30D | -15.9% | +9.1% | -25.0% | -18.3% |
| 3M | +33.1% | +3.4% | +29.7% | +31.4% |
| 6M | -31.0% | +14.1% | -45.1% | -34.4% |
| YTD | -15.1% | +18.0% | -33.2% | -20.7% |
| 1Y | -45.6% | +30.1% | -75.8% | -51.1% |
| 3Y | +180.5% | +71.8% | +108.7% | +119.7% |
| 5Y | +61.7% | +101.8% | -40.2% | +19.2% |
| All | +570.4% | +248.0% | +322.4% | +300.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling