-42.3%
MSTR vs CF
+35.9%
-78.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.4% | +9.5% | +3.8% |
| 7D | -1.8% | -6.9% | +5.1% | -3.5% |
| 30D | -13.3% | -3.7% | -9.6% | -14.0% |
| 3M | +46.0% | -5.0% | +50.9% | +43.8% |
| 6M | -22.4% | -10.5% | -12.0% | -23.8% |
| YTD | -6.2% | +46.5% | -52.7% | -28.8% |
| 1Y | -42.3% | +34.8% | -77.1% | -53.5% |
| All | -42.3% | +35.9% | -78.2% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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