+731.6%
MSTR vs CPRT
+426.9%
+304.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.7% |
| 7D | +12.2% | +2.2% | +10.0% | +10.8% |
| 30D | +45.2% | +16.6% | +28.5% | +29.9% |
| 3M | +10.4% | +9.6% | +0.8% | +1.1% |
| 6M | -2.5% | -11.1% | +8.6% | +4.5% |
| YTD | -6.0% | -13.9% | +7.8% | +2.6% |
| 1Y | -56.4% | -32.5% | -23.9% | -42.7% |
| 3Y | +306.3% | -25.0% | +331.3% | +392.4% |
| 5Y | +100.5% | -7.4% | +107.9% | +108.8% |
| All | +731.6% | +426.9% | +304.8% | +345.7% |
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