+572.4%
MSTR vs CSGP
+71.3%
+501.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.6% | -7.7% | -8.4% |
| 7D | -8.7% | +13.9% | -22.6% | -15.3% |
| 30D | -21.4% | +16.0% | -37.4% | -29.6% |
| 3M | +31.4% | +6.1% | +25.4% | +22.8% |
| 6M | -30.8% | -8.2% | -22.7% | -31.5% |
| YTD | -14.9% | -52.3% | +37.4% | +22.9% |
| 1Y | -49.3% | -54.5% | +5.2% | -24.7% |
| 3Y | +184.8% | -58.6% | +243.4% | +335.7% |
| 5Y | +62.1% | -61.5% | +123.6% | +154.0% |
| All | +572.4% | +71.3% | +501.0% | +550.2% |
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