+521.9%
MSTR vs CPRT
+384.2%
+137.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -14.2% | -1.4% | -12.8% | -13.3% |
| 30D | -19.9% | +21.5% | -41.4% | -31.1% |
| 3M | +27.3% | +9.4% | +17.9% | +17.7% |
| 6M | -37.6% | -3.3% | -34.3% | -38.1% |
| YTD | -19.5% | -17.8% | -1.7% | -10.2% |
| 1Y | -47.1% | -22.2% | -24.9% | -38.7% |
| 3Y | +140.3% | -34.0% | +174.3% | +216.8% |
| 5Y | +49.5% | -15.4% | +65.0% | +62.2% |
| 10Y | +521.9% | +376.0% | +145.9% | +258.6% |
| All | +521.9% | +384.2% | +137.6% | +258.6% |
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