+554.5%
MSTR vs CBRE
+421.6%
+132.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -3.8% |
| 7D | -4.0% | +1.0% | -5.0% | -4.4% |
| 30D | -18.6% | +5.6% | -24.3% | -21.3% |
| 3M | +25.6% | -6.8% | +32.3% | +30.8% |
| 6M | -33.1% | -5.6% | -27.5% | -31.5% |
| YTD | -17.3% | -14.1% | -3.3% | -11.1% |
| 1Y | -48.1% | -9.5% | -38.6% | -46.0% |
| 3Y | +154.2% | +91.8% | +62.4% | +71.8% |
| 5Y | +46.2% | +30.3% | +15.9% | +20.9% |
| 10Y | +554.5% | +406.9% | +147.7% | +254.1% |
| All | +554.5% | +421.6% | +132.9% | +254.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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