+3,033.6%
MSTR vs CBRE
+2,234.5%
+799.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +12.2% | -2.0% | +14.1% | +12.9% |
| 30D | +45.2% | -2.2% | +47.4% | +46.0% |
| 3M | +10.4% | +12.9% | -2.5% | +6.5% |
| 6M | -2.5% | +4.3% | -6.8% | -3.8% |
| YTD | -6.0% | -8.0% | +2.0% | -4.4% |
| 1Y | -56.4% | -8.6% | -47.8% | -55.6% |
| 3Y | +306.3% | +71.9% | +234.4% | +253.4% |
| 5Y | +100.5% | +50.0% | +50.5% | +84.7% |
| 10Y | +741.1% | +390.1% | +351.0% | +485.3% |
| All | +3,033.6% | +2,234.5% | +799.2% | +974.1% |
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 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