+1,124.1%
MSTR vs CI
+1,503.1%
-378.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.0% | -9.0% |
| 7D | -8.7% | +1.0% | -9.7% | -8.9% |
| 30D | -21.4% | +9.9% | -31.3% | -23.3% |
| 3M | +31.4% | +12.1% | +19.4% | +27.5% |
| 6M | -30.8% | +10.6% | -41.4% | -32.9% |
| YTD | -14.9% | +11.4% | -26.3% | -17.9% |
| 1Y | -49.3% | +18.8% | -68.1% | -51.9% |
| 3Y | +184.8% | +2.9% | +182.0% | +171.2% |
| 5Y | +62.1% | +54.5% | +7.6% | +40.1% |
| 10Y | +580.0% | +175.7% | +404.2% | +387.2% |
| All | +1,124.1% | +1,503.1% | -378.9% | +402.6% |
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 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