+46.2%
MSTR vs CP
+27.1%
+19.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -4.5% |
| 7D | -4.0% | +2.8% | -6.7% | -6.4% |
| 30D | -18.6% | +11.3% | -30.0% | -26.9% |
| 3M | +25.6% | +2.9% | +22.7% | +21.8% |
| 6M | -33.1% | +9.8% | -42.8% | -40.2% |
| YTD | -17.3% | +28.5% | -45.9% | -38.9% |
| 1Y | -48.1% | +33.5% | -81.6% | -63.3% |
| 3Y | +154.2% | +31.9% | +122.3% | +81.5% |
| 5Y | +46.2% | +25.5% | +20.7% | +7.2% |
| All | +46.2% | +27.1% | +19.1% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling