-42.3%
MSTR vs CG
-14.1%
-28.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.5% | +0.6% | +1.5% |
| 7D | -1.8% | +9.4% | -11.3% | -8.8% |
| 30D | -13.3% | +8.7% | -22.0% | -19.1% |
| 3M | +46.0% | -15.0% | +60.9% | +66.2% |
| 6M | -22.4% | -13.2% | -9.2% | -12.5% |
| YTD | -6.2% | -26.2% | +20.0% | +21.2% |
| 1Y | -42.3% | -14.1% | -28.2% | -32.9% |
| All | -42.3% | -14.1% | -28.2% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling