+570.4%
MSTR vs CP
+253.8%
+316.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.8% |
| 7D | -1.2% | +2.8% | -4.0% | -2.9% |
| 30D | -15.9% | +10.2% | -26.1% | -21.4% |
| 3M | +33.1% | +2.4% | +30.8% | +31.0% |
| 6M | -31.0% | +7.7% | -38.7% | -35.2% |
| YTD | -15.1% | +26.0% | -41.1% | -29.4% |
| 1Y | -45.6% | +34.6% | -80.3% | -57.0% |
| 3Y | +180.5% | +26.7% | +153.8% | +136.5% |
| 5Y | +61.7% | +24.9% | +36.8% | +40.9% |
| All | +570.4% | +253.8% | +316.6% | +297.3% |
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