-56.4%
MSTR vs CFG
+40.4%
-96.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +12.2% | +1.5% | +10.6% | +11.5% |
| 30D | +45.2% | -3.8% | +49.0% | +47.5% |
| 3M | +10.4% | +11.5% | -1.1% | +1.3% |
| 6M | -2.5% | +19.2% | -21.7% | -15.1% |
| YTD | -6.0% | +23.7% | -29.7% | -19.4% |
| 1Y | -56.4% | +38.8% | -95.3% | -64.9% |
| All | -56.4% | +40.4% | -96.8% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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