+31.4%
MSTR vs CFG
-13.1%
+44.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.1% | -6.1% | -6.8% |
| 7D | -8.7% | -2.2% | -6.5% | -6.7% |
| 30D | -21.4% | +0.4% | -21.8% | -20.8% |
| 3M | +31.4% | -12.6% | +44.0% | +23.4% |
| All | +31.4% | -13.1% | +44.5% | +23.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling