-42.3%
MSTR vs CTVA
+33.4%
-75.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.2% | +1.9% | +5.2% |
| 7D | -1.8% | +8.2% | -10.0% | -1.6% |
| 30D | -13.3% | -1.0% | -12.3% | -13.7% |
| 3M | +46.0% | +4.6% | +41.4% | +43.3% |
| 6M | -22.4% | +0.5% | -22.9% | -23.6% |
| YTD | -6.2% | +22.7% | -28.9% | -16.7% |
| 1Y | -42.3% | +32.0% | -74.3% | -50.8% |
| All | -42.3% | +33.4% | -75.7% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling