+572.4%
MSTR vs CF
+557.2%
+15.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.2% | -15.5% | -10.7% |
| 7D | -8.7% | +0.4% | -9.1% | -9.2% |
| 30D | -21.4% | +2.2% | -23.6% | -22.3% |
| 3M | +31.4% | +2.1% | +29.3% | +29.0% |
| 6M | -30.8% | -6.5% | -24.3% | -31.3% |
| YTD | -14.9% | +55.6% | -70.5% | -29.3% |
| 1Y | -49.3% | +42.3% | -91.6% | -56.7% |
| 3Y | +184.8% | +55.7% | +129.1% | +132.3% |
| 5Y | +62.1% | +122.4% | -60.3% | +15.8% |
| All | +572.4% | +557.2% | +15.2% | +293.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling