+570.4%
MSTR vs CF
+561.7%
+8.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -1.2% | -3.2% | +2.0% | -0.8% |
| 30D | -15.9% | +4.3% | -20.3% | -17.2% |
| 3M | +33.1% | +2.8% | +30.3% | +30.4% |
| 6M | -31.0% | +0.6% | -31.6% | -32.7% |
| YTD | -15.1% | +56.6% | -71.8% | -29.6% |
| 1Y | -45.6% | +49.6% | -95.3% | -54.3% |
| 3Y | +180.5% | +61.5% | +119.0% | +126.5% |
| 5Y | +61.7% | +124.0% | -62.3% | +15.2% |
| All | +570.4% | +561.7% | +8.7% | +291.4% |
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