+659.5%
MSTR vs CNQ
+426.2%
+233.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.0% |
| 7D | -8.3% | +0.1% | -8.4% | -8.3% |
| 30D | +38.1% | +6.2% | +31.9% | +35.4% |
| 3M | +9.0% | +12.4% | -3.4% | +4.4% |
| 6M | -5.3% | +9.0% | -14.3% | -9.5% |
| YTD | -13.8% | +52.2% | -66.0% | -26.5% |
| 1Y | -59.8% | +65.0% | -124.9% | -66.8% |
| 3Y | +282.2% | +78.8% | +203.4% | +207.4% |
| 5Y | +112.8% | +286.0% | -173.2% | +42.7% |
| All | +659.5% | +426.2% | +233.3% | +326.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 10y: compounded portfolio wealth divided by compounded CNQ 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…
10y analysis · Full analysis span regression · 6 months rolling