+570.4%
MSTR vs CPB
-37.5%
+608.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.4% |
| 7D | -1.2% | +8.0% | -9.2% | -0.3% |
| 30D | -15.9% | +22.4% | -38.3% | -13.8% |
| 3M | +33.1% | +3.8% | +29.3% | +34.2% |
| 6M | -31.0% | +13.7% | -44.6% | -29.5% |
| YTD | -15.1% | -11.7% | -3.4% | -15.5% |
| 1Y | -45.6% | -18.1% | -27.5% | -46.2% |
| 3Y | +180.5% | -34.7% | +215.2% | +169.6% |
| 5Y | +61.7% | -30.6% | +92.2% | +56.0% |
| All | +570.4% | -37.5% | +608.0% | +567.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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