+308.9%
MSTR vs CSGP
-61.9%
+370.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.3% |
| 7D | +12.2% | -4.1% | +16.2% | +14.3% |
| 30D | +45.2% | +2.3% | +42.8% | +43.0% |
| 3M | +10.4% | -8.2% | +18.6% | +13.2% |
| 6M | -2.5% | -35.1% | +32.6% | +18.8% |
| YTD | -6.0% | -54.0% | +48.0% | +37.5% |
| 1Y | -56.4% | -65.3% | +8.9% | -24.7% |
| All | +308.9% | -61.9% | +370.8% | +579.7% |
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