+40.4%
MSTR vs CI
+49.5%
-9.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.5% |
| 7D | -13.4% | +1.2% | -14.6% | -13.7% |
| 30D | -22.1% | +2.6% | -24.6% | -22.6% |
| 3M | +15.0% | +7.4% | +7.5% | +12.7% |
| 6M | -37.3% | -0.1% | -37.2% | -37.6% |
| YTD | -26.5% | +9.7% | -36.3% | -28.9% |
| 1Y | -46.5% | +12.1% | -58.6% | -48.6% |
| 3Y | +121.1% | +7.0% | +114.1% | +106.2% |
| All | +40.4% | +49.5% | -9.1% | +4.2% |
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