+481.0%
MSTR vs CB
+250.2%
+230.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.8% |
| 7D | -13.4% | +2.9% | -16.4% | -14.2% |
| 30D | -22.1% | +7.3% | -29.4% | -23.9% |
| 3M | +15.0% | +9.4% | +5.6% | +11.5% |
| 6M | -37.3% | +19.6% | -56.9% | -41.3% |
| YTD | -26.5% | +21.5% | -48.0% | -32.0% |
| 1Y | -46.5% | +28.0% | -74.5% | -51.4% |
| 3Y | +121.1% | +74.9% | +46.2% | +72.4% |
| 5Y | +37.5% | +108.1% | -70.6% | +0.4% |
| All | +481.0% | +250.2% | +230.8% | +245.2% |
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