+959.9%
MSTR vs CFG
+396.4%
+563.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +12.2% | +1.5% | +10.6% | +11.4% |
| 30D | +45.2% | -3.8% | +49.0% | +47.6% |
| 3M | +10.4% | +11.5% | -1.1% | +3.6% |
| 6M | -2.5% | +19.2% | -21.7% | -11.6% |
| YTD | -6.0% | +23.7% | -29.7% | -16.4% |
| 1Y | -56.4% | +38.8% | -95.3% | -63.5% |
| 3Y | +306.3% | +178.9% | +127.4% | +146.0% |
| 5Y | +100.5% | +101.8% | -1.3% | +43.1% |
| 10Y | +741.1% | +317.3% | +423.8% | +296.4% |
| All | +959.9% | +396.4% | +563.5% | +369.5% |
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