+1,252.0%
MSTR vs CVS
+724.3%
+527.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +12.2% | +4.0% | +8.2% | +10.8% |
| 30D | +45.2% | -2.4% | +47.6% | +45.7% |
| 3M | +10.4% | +2.7% | +7.7% | +8.9% |
| 6M | -2.5% | +21.9% | -24.4% | -9.2% |
| YTD | -6.0% | +24.7% | -30.8% | -13.8% |
| 1Y | -56.4% | +35.4% | -91.9% | -61.0% |
| 3Y | +306.3% | +65.2% | +241.1% | +231.5% |
| 5Y | +100.5% | +30.5% | +69.9% | +76.8% |
| 10Y | +741.1% | +40.4% | +700.7% | +591.0% |
| All | +1,252.0% | +724.3% | +527.6% | +392.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling