+48.3%
MSTR vs CNC
-6.2%
+54.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -3.8% |
| 7D | -10.7% | +4.0% | -14.8% | -11.0% |
| 30D | -21.6% | +7.4% | -28.9% | -21.9% |
| 3M | +24.4% | +5.4% | +19.0% | +23.9% |
| 6M | -35.5% | +25.4% | -60.9% | -36.5% |
| YTD | -20.3% | +70.6% | -90.9% | -23.8% |
| 1Y | -49.3% | +104.9% | -154.3% | -52.5% |
| 3Y | +137.8% | -2.3% | +140.1% | +143.2% |
| 5Y | +48.3% | -6.5% | +54.8% | +57.5% |
| All | +48.3% | -6.2% | +54.5% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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