+113.8%
MSTR vs CBOE
+151.5%
-37.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.9% |
| 7D | +9.3% | -4.6% | +14.0% | +11.0% |
| 30D | +36.5% | +2.6% | +33.9% | +35.3% |
| 3M | +7.3% | +4.9% | +2.4% | +4.7% |
| 6M | +2.2% | -2.2% | +4.4% | +1.8% |
| YTD | -10.2% | +17.7% | -27.9% | -17.8% |
| 1Y | -58.6% | +26.1% | -84.7% | -63.4% |
| 3Y | +283.2% | +97.1% | +186.1% | +105.5% |
| 5Y | +113.8% | +149.2% | -35.4% | -19.6% |
| All | +113.8% | +151.5% | -37.7% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling