+120.4%
MSTR vs CTVA
+107.7%
+12.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | +12.2% | +4.9% | +7.2% | +8.6% |
| 30D | +45.2% | +11.9% | +33.2% | +35.1% |
| 3M | +10.4% | +13.7% | -3.3% | +0.1% |
| 6M | -2.5% | +13.1% | -15.6% | -12.0% |
| YTD | -6.0% | +32.0% | -38.0% | -23.6% |
| 1Y | -56.4% | +22.1% | -78.5% | -63.0% |
| 3Y | +306.3% | +77.5% | +228.8% | +163.9% |
| All | +120.4% | +107.7% | +12.7% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling