+142.3%
MSTR vs CBRE
+84.7%
+57.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.2% |
| 7D | -14.2% | -4.6% | -9.5% | -11.2% |
| 30D | -19.9% | +3.0% | -22.8% | -21.5% |
| 3M | +27.3% | -8.7% | +36.1% | +35.4% |
| 6M | -37.6% | -7.9% | -29.7% | -34.6% |
| YTD | -19.5% | -16.3% | -3.2% | -10.3% |
| 1Y | -47.1% | -13.1% | -34.0% | -43.0% |
| All | +142.3% | +84.7% | +57.6% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling