+836.7%
MSTR vs CTVA
+197.0%
+639.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -3.4% |
| 7D | -4.0% | +1.6% | -5.5% | -4.6% |
| 30D | -18.6% | -8.5% | -10.1% | -15.5% |
| 3M | +25.6% | +5.3% | +20.3% | +19.9% |
| 6M | -33.1% | -0.1% | -33.0% | -35.2% |
| YTD | -17.3% | +21.2% | -38.6% | -27.9% |
| 1Y | -48.1% | +27.0% | -75.1% | -55.9% |
| 3Y | +154.2% | +87.2% | +67.0% | +76.0% |
| 5Y | +46.2% | +77.9% | -31.7% | +6.6% |
| All | +836.7% | +197.0% | +639.7% | +431.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling