+185.1%
MSTR vs CORZ
+213.0%
-27.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -1.4% |
| 7D | -11.2% | -3.0% | -8.3% | -10.2% |
| 30D | +33.8% | -12.1% | +45.9% | +40.8% |
| 3M | +11.5% | -32.4% | +43.8% | +26.6% |
| 6M | -7.2% | +12.4% | -19.5% | -18.5% |
| YTD | -15.4% | +19.3% | -34.7% | -27.3% |
| 1Y | -60.6% | +8.6% | -69.2% | -65.1% |
| All | +185.1% | +213.0% | -27.9% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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