+178.5%
MSTR vs CORZ
+129.2%
+49.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.2% | -10.8% | -6.1% |
| 7D | -4.0% | +1.7% | -5.7% | -5.8% |
| 30D | -18.6% | -17.5% | -1.2% | -12.7% |
| 3M | +25.6% | -39.5% | +65.0% | +53.1% |
| 6M | -33.1% | -44.5% | +11.5% | -19.3% |
| YTD | -17.3% | -12.6% | -4.7% | -19.8% |
| 1Y | -48.1% | -37.0% | -11.1% | -42.2% |
| All | +178.5% | +129.2% | +49.3% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling