+142.3%
MSTR vs CPAY
+100.9%
+41.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | -14.2% | +10.4% | -24.5% | -19.1% |
| 30D | -19.9% | +16.2% | -36.0% | -26.5% |
| 3M | +27.3% | +13.7% | +13.6% | +18.0% |
| 6M | -37.6% | +35.2% | -72.8% | -47.7% |
| YTD | -19.5% | +53.5% | -73.0% | -38.4% |
| 1Y | -47.1% | +58.9% | -106.0% | -60.7% |
| All | +142.3% | +100.9% | +41.5% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling