+181.3%
MSTR vs CSGP
-58.5%
+239.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.6% | -7.7% | -8.7% |
| 7D | -8.7% | +13.9% | -22.6% | -13.2% |
| 30D | -21.4% | +16.0% | -37.4% | -27.4% |
| 3M | +31.4% | +6.1% | +25.4% | +25.4% |
| 6M | -30.8% | -8.2% | -22.7% | -30.4% |
| YTD | -14.9% | -52.3% | +37.4% | +22.0% |
| 1Y | -49.3% | -54.5% | +5.2% | -25.1% |
| All | +181.3% | -58.5% | +239.8% | +362.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling