+2,729.3%
MSTR vs CBRE
+2,039.6%
+689.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.2% | +5.2% | -6.4% | -2.5% |
| 30D | -15.9% | +6.2% | -22.2% | -17.3% |
| 3M | +33.1% | -8.1% | +41.2% | +36.4% |
| 6M | -31.0% | -6.6% | -24.3% | -29.9% |
| YTD | -15.1% | -15.7% | +0.6% | -11.4% |
| 1Y | -45.6% | -9.7% | -36.0% | -44.4% |
| 3Y | +180.5% | +80.4% | +100.1% | +142.3% |
| 5Y | +61.7% | +27.0% | +34.6% | +55.3% |
| 10Y | +578.0% | +412.9% | +165.1% | +372.2% |
| All | +2,729.3% | +2,039.6% | +689.6% | +894.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling