+1,252.0%
MSTR vs CB
+1,591.5%
-339.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.7% |
| 7D | +12.2% | +0.5% | +11.7% | +12.1% |
| 30D | +45.2% | -3.1% | +48.3% | +46.7% |
| 3M | +10.4% | +9.0% | +1.4% | +6.4% |
| 6M | -2.5% | +2.9% | -5.3% | -4.2% |
| YTD | -6.0% | +10.1% | -16.1% | -10.4% |
| 1Y | -56.4% | +22.8% | -79.2% | -60.2% |
| 3Y | +306.3% | +73.8% | +232.5% | +219.5% |
| 5Y | +100.5% | +99.2% | +1.3% | +50.6% |
| 10Y | +741.1% | +218.2% | +522.9% | +408.1% |
| All | +1,252.0% | +1,591.5% | -339.5% | +412.3% |
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