-56.4%
MSTR vs CG
-24.3%
-32.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.2% |
| 7D | +12.2% | -4.3% | +16.5% | +16.1% |
| 30D | +45.2% | -5.1% | +50.3% | +50.8% |
| 3M | +10.4% | +8.7% | +1.7% | +2.8% |
| 6M | -2.5% | -9.2% | +6.7% | +5.3% |
| YTD | -6.0% | -18.9% | +12.8% | +10.2% |
| 1Y | -56.4% | -25.6% | -30.8% | -46.3% |
| All | -56.4% | -24.3% | -32.1% | -46.3% |
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