+481.0%
MSTR vs CP
+257.3%
+223.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.1% |
| 7D | -13.4% | +2.1% | -15.6% | -14.7% |
| 30D | -22.1% | +9.3% | -31.4% | -26.8% |
| 3M | +15.0% | +0.5% | +14.5% | +14.4% |
| 6M | -37.3% | +10.4% | -47.7% | -42.1% |
| YTD | -26.5% | +28.7% | -55.2% | -39.8% |
| 1Y | -46.5% | +33.2% | -79.7% | -57.3% |
| 3Y | +121.1% | +38.4% | +82.6% | +76.3% |
| 5Y | +37.5% | +26.2% | +11.3% | +18.6% |
| All | +481.0% | +257.3% | +223.7% | +238.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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