+736.9%
MSTR vs CSGP
+45.2%
+691.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | 0.0% |
| 7D | +12.2% | -4.1% | +16.2% | +14.9% |
| 30D | +45.2% | +2.3% | +42.8% | +42.4% |
| 3M | +10.4% | -8.2% | +18.6% | +13.3% |
| 6M | -2.5% | -35.1% | +32.6% | +21.5% |
| YTD | -6.0% | -54.0% | +48.0% | +41.7% |
| 1Y | -56.4% | -65.3% | +8.9% | -22.1% |
| 3Y | +306.3% | -62.6% | +368.8% | +572.4% |
| 5Y | +100.5% | -64.8% | +165.3% | +233.0% |
| All | +736.9% | +45.2% | +691.7% | +826.2% |
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