+1,252.0%
MSTR vs CP
+4,868.7%
-3,616.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +12.2% | -2.7% | +14.8% | +13.7% |
| 30D | +45.2% | +0.2% | +45.0% | +45.3% |
| 3M | +10.4% | +2.6% | +7.8% | +8.8% |
| 6M | -2.5% | +6.0% | -8.5% | -5.5% |
| YTD | -6.0% | +24.9% | -31.0% | -15.8% |
| 1Y | -56.4% | +20.1% | -76.5% | -60.3% |
| 3Y | +306.3% | +16.4% | +289.9% | +280.7% |
| 5Y | +100.5% | +31.7% | +68.8% | +83.6% |
| 10Y | +741.1% | +223.9% | +517.2% | +435.3% |
| All | +1,252.0% | +4,868.7% | -3,616.7% | +235.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling