+62.1%
MSTR vs CP
+27.2%
+34.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.6% | -8.6% |
| 7D | -8.7% | +6.1% | -14.8% | -13.7% |
| 30D | -21.4% | +9.8% | -31.2% | -28.3% |
| 3M | +31.4% | +2.7% | +28.7% | +27.8% |
| 6M | -30.8% | +12.8% | -43.6% | -39.9% |
| YTD | -14.9% | +28.2% | -43.1% | -36.8% |
| 1Y | -49.3% | +34.1% | -83.4% | -64.3% |
| 3Y | +184.8% | +28.9% | +156.0% | +108.7% |
| 5Y | +62.1% | +27.1% | +35.1% | +19.0% |
| All | +62.1% | +27.2% | +34.9% | +19.0% |
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