+1,120.6%
MSTR vs CNP
+509.9%
+610.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -1.2% | -4.2% | +3.0% | -0.3% |
| 30D | -15.9% | +5.5% | -21.5% | -17.0% |
| 3M | +33.1% | +0.6% | +32.6% | +32.7% |
| 6M | -31.0% | -2.8% | -28.1% | -30.9% |
| YTD | -15.1% | +7.9% | -23.0% | -17.0% |
| 1Y | -45.6% | +6.7% | -52.3% | -46.7% |
| 3Y | +180.5% | +61.1% | +119.4% | +149.2% |
| 5Y | +61.7% | +73.0% | -11.3% | +42.4% |
| 10Y | +578.0% | +141.9% | +436.1% | +440.0% |
| All | +1,120.6% | +509.9% | +610.7% | +663.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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