+1,252.0%
MSTR vs CI
+1,394.0%
-142.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +43.4% |
| 3M | +10.4% | +0.7% | +9.7% | +9.8% |
| 6M | -2.5% | +0.3% | -2.8% | -3.2% |
| YTD | -6.0% | +3.8% | -9.8% | -7.7% |
| 1Y | -56.4% | -5.5% | -50.9% | -56.4% |
| 3Y | +306.3% | +8.1% | +298.2% | +282.0% |
| 5Y | +100.5% | +42.8% | +57.7% | +77.0% |
| 10Y | +741.1% | +143.9% | +597.2% | +520.7% |
| All | +1,252.0% | +1,394.0% | -142.0% | +465.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling