+120.4%
MSTR vs CI
+42.7%
+77.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | +12.2% | +1.3% | +10.9% | +11.8% |
| 30D | +45.2% | +4.4% | +40.7% | +43.3% |
| 3M | +10.4% | +0.7% | +9.7% | +9.7% |
| 6M | -2.5% | +0.3% | -2.8% | -3.4% |
| YTD | -6.0% | +3.8% | -9.8% | -7.9% |
| 1Y | -56.4% | -5.5% | -50.9% | -56.3% |
| 3Y | +306.3% | +8.1% | +298.2% | +261.6% |
| All | +120.4% | +42.7% | +77.7% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling