+570.4%
MSTR vs CSGP
+63.3%
+507.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | +2.2% |
| 7D | -1.2% | +1.3% | -2.5% | -2.0% |
| 30D | -15.9% | +10.7% | -26.6% | -22.8% |
| 3M | +33.1% | +3.3% | +29.8% | +25.9% |
| 6M | -31.0% | -10.3% | -20.7% | -31.0% |
| YTD | -15.1% | -54.6% | +39.4% | +25.5% |
| 1Y | -45.6% | -54.6% | +9.0% | -19.6% |
| 3Y | +180.5% | -60.3% | +240.8% | +338.5% |
| 5Y | +61.7% | -63.3% | +125.0% | +159.6% |
| All | +570.4% | +63.3% | +507.1% | +564.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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