+521.9%
MSTR vs CBOE
+520.8%
+1.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.7% |
| 7D | -14.2% | +6.9% | -21.1% | -16.0% |
| 30D | -19.9% | +24.1% | -44.0% | -25.6% |
| 3M | +27.3% | +30.9% | -3.6% | +16.0% |
| 6M | -37.6% | +5.9% | -43.4% | -39.5% |
| YTD | -19.5% | +48.2% | -67.7% | -31.3% |
| 1Y | -47.1% | +43.5% | -90.6% | -54.3% |
| 3Y | +140.3% | +117.0% | +23.3% | +65.7% |
| 5Y | +49.5% | +203.4% | -153.9% | -13.3% |
| 10Y | +521.9% | +515.9% | +5.9% | +198.8% |
| All | +521.9% | +520.8% | +1.0% | +198.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling