+49.9%
MSTR vs CI
+49.9%
+0.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.3% |
| 7D | -1.2% | -1.6% | +0.3% | -0.8% |
| 30D | -15.9% | +5.4% | -21.3% | -17.0% |
| 3M | +33.1% | +7.3% | +25.9% | +30.6% |
| 6M | -31.0% | +5.3% | -36.3% | -32.3% |
| YTD | -15.1% | +8.5% | -23.6% | -17.7% |
| 1Y | -45.6% | +17.1% | -62.8% | -48.5% |
| 3Y | +180.5% | +1.4% | +179.1% | +169.2% |
| All | +49.9% | +49.9% | +0.1% | +11.3% |
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