+180.5%
MSTR vs CPB
-36.0%
+216.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.7% |
| 7D | -1.2% | +8.0% | -9.2% | +1.4% |
| 30D | -15.9% | +22.4% | -38.3% | -9.5% |
| 3M | +33.1% | +2.5% | +30.6% | +35.4% |
| 6M | -31.0% | +12.2% | -43.2% | -26.9% |
| YTD | -15.1% | -12.8% | -2.3% | -18.2% |
| 1Y | -45.6% | -19.2% | -26.5% | -49.2% |
| 3Y | +180.5% | -35.6% | +216.1% | +125.5% |
| All | +180.5% | -36.0% | +216.5% | +125.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling