+120.4%
MSTR vs CP
+32.0%
+88.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.7% |
| 7D | +12.2% | -2.7% | +14.8% | +15.3% |
| 30D | +45.2% | +0.2% | +45.0% | +45.2% |
| 3M | +10.4% | +2.6% | +7.8% | +6.5% |
| 6M | -2.5% | +6.0% | -8.5% | -9.8% |
| YTD | -6.0% | +24.9% | -31.0% | -28.0% |
| 1Y | -56.4% | +20.1% | -76.5% | -65.3% |
| 3Y | +306.3% | +16.4% | +289.9% | +234.0% |
| All | +120.4% | +32.0% | +88.3% | +62.6% |
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