-56.4%
MSTR vs CBOE
+29.2%
-85.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | -3.6% | +15.8% | +12.3% |
| 30D | +45.2% | +5.1% | +40.1% | +44.8% |
| 3M | +10.4% | +4.6% | +5.8% | +11.2% |
| 6M | -2.5% | -0.3% | -2.2% | -0.6% |
| YTD | -6.0% | +19.8% | -25.8% | -7.8% |
| 1Y | -56.4% | +28.4% | -84.8% | -52.6% |
| All | -56.4% | +29.2% | -85.6% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling