+526.8%
MSTR vs CFG
+230.2%
+296.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | -10.7% | +0.7% | -11.4% | -11.0% |
| 30D | -21.6% | +2.8% | -24.3% | -22.5% |
| 3M | +24.4% | -10.1% | +34.5% | +31.2% |
| 6M | -35.5% | +3.2% | -38.6% | -37.0% |
| YTD | -20.3% | +14.2% | -34.5% | -26.1% |
| 1Y | -49.3% | +27.4% | -76.7% | -55.7% |
| 3Y | +137.8% | +187.6% | -49.8% | +42.9% |
| 5Y | +48.3% | +65.7% | -17.4% | +14.0% |
| 10Y | +526.8% | +219.7% | +307.1% | +285.8% |
| All | +526.8% | +230.2% | +296.6% | +285.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling