+814.0%
MSTR vs CG
+351.2%
+462.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.4% |
| 7D | +12.2% | -4.3% | +16.5% | +15.3% |
| 30D | +45.2% | -5.1% | +50.3% | +49.7% |
| 3M | +10.4% | +8.7% | +1.7% | +4.4% |
| 6M | -2.5% | -9.2% | +6.7% | +2.9% |
| YTD | -6.0% | -18.9% | +12.8% | +6.6% |
| 1Y | -56.4% | -25.6% | -30.8% | -48.3% |
| 3Y | +306.3% | +57.3% | +249.0% | +222.0% |
| 5Y | +100.5% | +10.2% | +90.3% | +92.0% |
| 10Y | +741.1% | +364.2% | +376.9% | +415.3% |
| All | +814.0% | +351.2% | +462.8% | +477.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling