+645.5%
MSTR vs CDE
+59.7%
+585.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -2.3% |
| 7D | -11.2% | -6.1% | -5.2% | -9.8% |
| 30D | +33.8% | +9.5% | +24.3% | +31.2% |
| 3M | +11.5% | +32.0% | -20.5% | +4.3% |
| 6M | -7.2% | -12.8% | +5.6% | -4.9% |
| YTD | -15.4% | +14.2% | -29.6% | -19.3% |
| 1Y | -60.6% | +36.3% | -96.9% | -64.7% |
| 3Y | +260.8% | +821.4% | -560.6% | +98.8% |
| 5Y | +108.8% | +194.3% | -85.4% | +36.6% |
| All | +645.5% | +59.7% | +585.8% | +339.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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