+481.0%
MSTR vs CDE
+57.8%
+423.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.9% |
| 7D | -13.4% | -9.6% | -3.8% | -11.2% |
| 30D | -22.1% | -6.7% | -15.4% | -20.8% |
| 3M | +15.0% | -24.2% | +39.2% | +23.2% |
| 6M | -37.3% | -29.1% | -8.2% | -32.0% |
| YTD | -26.5% | -21.5% | -5.0% | -23.4% |
| 1Y | -46.5% | -7.4% | -39.1% | -46.5% |
| 3Y | +121.1% | +596.3% | -475.2% | +30.6% |
| 5Y | +37.5% | +95.7% | -58.2% | -1.6% |
| All | +481.0% | +57.8% | +423.2% | +276.4% |
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