-59.6%
MSTR vs CBOE
+26.0%
-85.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | +7.7% | -0.8% | +8.5% | +7.8% |
| 30D | +36.3% | +2.7% | +33.7% | +36.2% |
| 3M | +13.4% | +0.7% | +12.7% | +14.6% |
| 6M | -4.5% | -2.0% | -2.5% | -2.6% |
| YTD | -12.7% | +17.1% | -29.8% | -14.7% |
| 1Y | -59.6% | +26.5% | -86.1% | -55.4% |
| All | -59.6% | +26.0% | -85.7% | -55.4% |
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