-42.3%
MSTR vs CI
+21.2%
-63.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.4% | +1.7% | +5.3% |
| 7D | -1.8% | +3.5% | -5.3% | -1.6% |
| 30D | -13.3% | +12.6% | -25.9% | -12.6% |
| 3M | +46.0% | +12.1% | +33.9% | +47.3% |
| 6M | -22.4% | +10.6% | -33.0% | -22.2% |
| YTD | -6.2% | +12.8% | -19.0% | -3.4% |
| 1Y | -42.3% | +18.0% | -60.3% | -39.5% |
| All | -42.3% | +21.2% | -63.5% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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