+481.0%
MSTR vs CF
+479.1%
+2.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.5% |
| 7D | -13.4% | +4.8% | -18.2% | -14.4% |
| 30D | -22.1% | +4.7% | -26.8% | -23.3% |
| 3M | +15.0% | +7.4% | +7.5% | +11.6% |
| 6M | -37.3% | +0.6% | -37.9% | -38.7% |
| YTD | -26.5% | +64.1% | -90.7% | -39.8% |
| 1Y | -46.5% | +51.4% | -97.9% | -55.1% |
| 3Y | +121.1% | +67.8% | +53.3% | +76.7% |
| 5Y | +37.5% | +114.1% | -76.6% | -0.8% |
| All | +481.0% | +479.1% | +2.0% | +233.5% |
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 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