+481.0%
MSTR vs CPRT
+368.4%
+112.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.1% |
| 7D | -13.4% | -0.4% | -13.1% | -13.2% |
| 30D | -22.1% | +21.2% | -43.2% | -32.9% |
| 3M | +15.0% | +8.3% | +6.7% | +7.1% |
| 6M | -37.3% | -3.4% | -33.9% | -37.8% |
| YTD | -26.5% | -18.7% | -7.8% | -17.4% |
| 1Y | -46.5% | -23.5% | -23.0% | -37.0% |
| 3Y | +121.1% | -34.2% | +155.2% | +192.1% |
| 5Y | +37.5% | -18.2% | +55.7% | +52.1% |
| All | +481.0% | +368.4% | +112.6% | +229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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