+154.2%
MSTR vs CFG
+182.2%
-28.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -4.8% |
| 7D | -4.0% | +0.3% | -4.2% | -4.1% |
| 30D | -18.6% | +3.2% | -21.9% | -20.3% |
| 3M | +25.6% | -9.7% | +35.3% | +35.2% |
| 6M | -33.1% | +3.6% | -36.7% | -36.2% |
| YTD | -17.3% | +14.7% | -32.0% | -27.7% |
| 1Y | -48.1% | +29.6% | -77.7% | -59.2% |
| 3Y | +154.2% | +190.6% | -36.4% | +30.6% |
| All | +154.2% | +182.2% | -28.0% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling