+1,745.7%
MSTR vs CBOE
+1,045.3%
+700.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | -3.6% | +15.8% | +13.5% |
| 30D | +45.2% | +5.1% | +40.1% | +42.5% |
| 3M | +10.4% | +4.6% | +5.8% | +7.3% |
| 6M | -2.5% | -0.3% | -2.2% | -4.1% |
| YTD | -6.0% | +19.8% | -25.8% | -14.0% |
| 1Y | -56.4% | +28.4% | -84.8% | -61.2% |
| 3Y | +306.3% | +104.1% | +202.2% | +182.8% |
| 5Y | +100.5% | +150.9% | -50.4% | +28.8% |
| 10Y | +741.1% | +393.5% | +347.6% | +294.1% |
| All | +1,745.7% | +1,045.3% | +700.4% | +448.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling