+645.5%
MSTR vs CPAY
+155.3%
+490.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.4% |
| 7D | -11.2% | -2.7% | -8.6% | -9.9% |
| 30D | +33.8% | +0.6% | +33.2% | +33.3% |
| 3M | +11.5% | +17.0% | -5.6% | +1.9% |
| 6M | -7.2% | +24.1% | -31.3% | -18.3% |
| YTD | -15.4% | +35.7% | -51.1% | -30.5% |
| 1Y | -60.6% | +34.0% | -94.6% | -67.7% |
| 3Y | +260.8% | +50.3% | +210.6% | +175.5% |
| 5Y | +108.8% | +56.7% | +52.2% | +57.4% |
| All | +645.5% | +155.3% | +490.2% | +395.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling