+536.9%
MSTR vs CVS
+64.1%
+472.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -14.2% | +12.0% | -26.1% | -16.6% |
| 30D | -19.9% | +2.8% | -22.6% | -20.9% |
| 3M | +27.3% | -3.6% | +30.9% | +27.1% |
| 6M | -37.6% | -1.6% | -35.9% | -38.3% |
| YTD | -19.5% | +16.3% | -35.7% | -25.2% |
| 1Y | -47.1% | +15.5% | -62.6% | -50.8% |
| 3Y | +140.3% | +48.1% | +92.2% | +99.9% |
| 5Y | +49.5% | +12.3% | +37.2% | +38.1% |
| All | +536.9% | +64.1% | +472.8% | +412.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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