+298.4%
MSTR vs CDE
+811.2%
-512.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -3.5% |
| 7D | +9.3% | +2.3% | +7.0% | +8.5% |
| 30D | +36.5% | +18.8% | +17.7% | +29.8% |
| 3M | +7.3% | +23.5% | -16.2% | +0.7% |
| 6M | +2.2% | -8.6% | +10.9% | +3.2% |
| YTD | -10.2% | +16.0% | -26.2% | -15.9% |
| 1Y | -58.6% | +42.1% | -100.7% | -64.4% |
| All | +298.4% | +811.2% | -512.8% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling