+121.1%
MSTR vs CDE
+563.3%
-442.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.7% |
| 7D | -13.4% | -9.6% | -3.8% | -10.5% |
| 30D | -22.1% | -6.7% | -15.4% | -20.4% |
| 3M | +15.0% | -24.2% | +39.2% | +25.9% |
| 6M | -37.3% | -29.1% | -8.2% | -30.4% |
| YTD | -26.5% | -21.5% | -5.0% | -22.7% |
| 1Y | -46.5% | -7.4% | -39.1% | -46.5% |
| 3Y | +121.1% | +596.3% | -475.2% | +57.3% |
| All | +121.1% | +563.3% | -442.2% | +57.3% |
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