+1,124.1%
MSTR vs CB
+1,745.8%
-621.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.6% | -9.0% |
| 7D | -8.7% | +2.6% | -11.3% | -9.5% |
| 30D | -21.4% | +11.2% | -32.6% | -24.5% |
| 3M | +31.4% | +5.7% | +25.7% | +28.5% |
| 6M | -30.8% | +15.9% | -46.7% | -35.0% |
| YTD | -14.9% | +20.2% | -35.1% | -21.5% |
| 1Y | -49.3% | +32.4% | -81.7% | -54.9% |
| 3Y | +184.8% | +75.5% | +109.3% | +123.0% |
| 5Y | +62.1% | +105.5% | -43.4% | +20.2% |
| 10Y | +580.0% | +258.5% | +321.4% | +292.9% |
| All | +1,124.1% | +1,745.8% | -621.7% | +348.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling