+690.7%
MSTR vs CG
+345.5%
+345.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -2.9% |
| 7D | +9.3% | -1.3% | +10.6% | +10.5% |
| 30D | +36.5% | -3.2% | +39.7% | +39.7% |
| 3M | +7.3% | +6.2% | +1.1% | +2.0% |
| 6M | +2.2% | -4.7% | +6.9% | +5.1% |
| YTD | -10.2% | -20.6% | +10.5% | +5.5% |
| 1Y | -58.6% | -26.4% | -32.3% | -49.3% |
| 3Y | +283.2% | +55.4% | +227.8% | +187.2% |
| 5Y | +113.8% | +9.8% | +103.9% | +99.1% |
| 10Y | +690.7% | +341.4% | +349.4% | +387.9% |
| All | +690.7% | +345.5% | +345.2% | +387.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling