+659.5%
MSTR vs CGNX
+193.6%
+465.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | -0.2% |
| 7D | -8.3% | +3.2% | -11.4% | -9.7% |
| 30D | +38.1% | +6.0% | +32.1% | +33.5% |
| 3M | +9.0% | +3.5% | +5.5% | +4.9% |
| 6M | -5.3% | +26.3% | -31.6% | -18.0% |
| YTD | -13.8% | +79.2% | -93.1% | -41.1% |
| 1Y | -59.8% | +43.8% | -103.6% | -69.2% |
| 3Y | +282.2% | +52.0% | +230.2% | +170.2% |
| 5Y | +112.8% | -24.0% | +136.8% | +109.9% |
| All | +659.5% | +193.6% | +465.9% | +464.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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