-57.2%
MSTR vs CYCU
-99.9%
+42.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.4% |
| 7D | +12.2% | -8.1% | +20.2% | +12.3% |
| 30D | +45.2% | -43.0% | +88.1% | +46.1% |
| 3M | +10.4% | -50.8% | +61.2% | +9.3% |
| 6M | -2.5% | -74.1% | +71.6% | -2.1% |
| YTD | -6.0% | -84.0% | +77.9% | -4.3% |
| 1Y | -56.4% | -92.2% | +35.8% | -58.0% |
| All | -57.2% | -99.9% | +42.6% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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