+929.2%
MSTR vs CSGP
+3,334.4%
-2,405.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.5% |
| 7D | +12.2% | -4.1% | +16.2% | +13.9% |
| 30D | +45.2% | +2.3% | +42.8% | +43.6% |
| 3M | +10.4% | -8.2% | +18.6% | +12.4% |
| 6M | -2.5% | -35.1% | +32.6% | +11.5% |
| YTD | -6.0% | -54.0% | +48.0% | +20.3% |
| 1Y | -56.4% | -65.3% | +8.9% | -38.4% |
| 3Y | +306.3% | -62.6% | +368.8% | +454.9% |
| 5Y | +100.5% | -64.8% | +165.3% | +188.1% |
| 10Y | +741.1% | +45.1% | +696.0% | +663.1% |
| All | +929.2% | +3,334.4% | -2,405.3% | +203.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling