+1,378.7%
MSTR vs CBOE
+1,316.0%
+62.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.5% |
| 7D | -11.5% | +4.5% | -16.0% | -12.8% |
| 30D | -24.8% | +26.2% | -51.0% | -31.0% |
| 3M | +20.6% | +27.1% | -6.5% | +10.2% |
| 6M | -38.0% | +4.2% | -42.1% | -39.9% |
| YTD | -24.7% | +48.0% | -72.8% | -36.4% |
| 1Y | -49.1% | +42.4% | -91.5% | -56.3% |
| 3Y | +124.7% | +116.8% | +7.9% | +55.2% |
| 5Y | +40.9% | +199.0% | -158.1% | -15.3% |
| 10Y | +481.5% | +515.4% | -33.9% | +151.1% |
| All | +1,378.7% | +1,316.0% | +62.8% | +305.5% |
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