+49.9%
MSTR vs CB
+101.1%
-51.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -1.2% | +0.2% | -1.5% | -1.2% |
| 30D | -15.9% | +9.1% | -25.0% | -17.8% |
| 3M | +33.1% | +3.4% | +29.7% | +31.8% |
| 6M | -31.0% | +14.1% | -45.1% | -33.8% |
| YTD | -15.1% | +18.0% | -33.2% | -20.1% |
| 1Y | -45.6% | +30.1% | -75.8% | -50.8% |
| 3Y | +180.5% | +71.8% | +108.7% | +104.4% |
| All | +49.9% | +101.1% | -51.2% | +0.1% |
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