-45.5%
MSTR vs CP
+32.1%
-77.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -14.2% | -0.7% | -13.5% | -14.1% |
| 30D | -19.9% | +9.6% | -29.5% | -20.7% |
| 3M | +27.3% | +2.2% | +25.1% | +27.0% |
| 6M | -37.6% | +11.1% | -48.7% | -38.4% |
| YTD | -19.5% | +28.2% | -47.7% | -20.0% |
| All | -45.5% | +32.1% | -77.6% | -45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling