+49.9%
MSTR vs CFG
+61.2%
-11.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.5% |
| 7D | -1.2% | -0.9% | -0.3% | -0.3% |
| 30D | -15.9% | +1.1% | -17.0% | -16.3% |
| 3M | +33.1% | -12.0% | +45.1% | +47.3% |
| 6M | -31.0% | -2.2% | -28.8% | -30.9% |
| YTD | -15.1% | +11.4% | -26.6% | -24.1% |
| 1Y | -45.6% | +27.8% | -73.5% | -56.9% |
| 3Y | +180.5% | +173.3% | +7.2% | +16.3% |
| All | +49.9% | +61.2% | -11.3% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling