+859.7%
MSTR vs CFG
+351.2%
+508.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.1% | -6.1% | -7.7% |
| 7D | -8.7% | -2.2% | -6.5% | -7.5% |
| 30D | -21.4% | +0.4% | -21.8% | -21.3% |
| 3M | +31.4% | -12.6% | +44.0% | +40.6% |
| 6M | -30.8% | +0.6% | -31.4% | -31.5% |
| YTD | -14.9% | +12.4% | -27.4% | -20.3% |
| 1Y | -49.3% | +27.7% | -77.0% | -55.6% |
| 3Y | +184.8% | +172.4% | +12.5% | +76.4% |
| 5Y | +62.1% | +64.0% | -1.8% | +26.4% |
| 10Y | +580.0% | +252.8% | +327.1% | +249.4% |
| All | +859.7% | +351.2% | +508.5% | +347.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling