+181.3%
MSTR vs CB
+74.6%
+106.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.6% | -9.5% |
| 7D | -8.7% | +2.6% | -11.3% | -8.1% |
| 30D | -21.4% | +11.2% | -32.6% | -19.4% |
| 3M | +31.4% | +5.7% | +25.7% | +33.3% |
| 6M | -30.8% | +15.9% | -46.7% | -28.0% |
| YTD | -14.9% | +20.2% | -35.1% | -11.0% |
| 1Y | -49.3% | +32.4% | -81.7% | -46.5% |
| All | +181.3% | +74.6% | +106.7% | +238.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling