-45.6%
MSTR vs CFG
+27.1%
-72.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | -1.2% | -0.9% | -0.3% | -0.5% |
| 30D | -15.9% | +1.1% | -17.0% | -15.9% |
| 3M | +33.1% | -12.0% | +45.1% | +39.9% |
| 6M | -31.0% | -2.2% | -28.8% | -32.0% |
| YTD | -15.1% | +11.4% | -26.6% | -21.3% |
| 1Y | -45.6% | +27.8% | -73.5% | -52.3% |
| All | -45.6% | +27.1% | -72.7% | -52.3% |
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