+46.2%
MSTR vs CB
+102.8%
-56.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -4.0% | -1.5% | -2.5% | -3.6% |
| 30D | -18.6% | +6.5% | -25.1% | -20.0% |
| 3M | +25.6% | +4.1% | +21.5% | +24.1% |
| 6M | -33.1% | +14.4% | -47.5% | -35.9% |
| YTD | -17.3% | +17.5% | -34.9% | -22.1% |
| 1Y | -48.1% | +27.5% | -75.6% | -52.7% |
| 3Y | +154.2% | +71.6% | +82.6% | +85.0% |
| 5Y | +46.2% | +100.6% | -54.4% | -2.4% |
| All | +46.2% | +102.8% | -56.6% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling