+554.5%
MSTR vs CCJ
+859.4%
-304.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.7% | -8.3% | -4.9% |
| 7D | -4.0% | +2.7% | -6.7% | -5.1% |
| 30D | -18.6% | -14.4% | -4.2% | -13.3% |
| 3M | +25.6% | -22.6% | +48.2% | +39.5% |
| 6M | -33.1% | -35.4% | +2.4% | -20.4% |
| YTD | -17.3% | -17.6% | +0.3% | -11.1% |
| 1Y | -48.1% | -18.1% | -29.9% | -44.2% |
| 3Y | +154.2% | +79.6% | +74.6% | +87.9% |
| 5Y | +46.2% | +175.3% | -129.1% | -9.6% |
| 10Y | +554.5% | +844.8% | -290.3% | +193.2% |
| All | +554.5% | +859.4% | -304.9% | +193.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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