-42.3%
MSTR vs CEG
-33.0%
-9.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.7% | +11.8% | +7.1% |
| 7D | -1.8% | -4.8% | +3.0% | -0.6% |
| 30D | -13.3% | -8.2% | -5.1% | -11.3% |
| 3M | +46.0% | -7.9% | +53.9% | +48.0% |
| 6M | -22.4% | -23.2% | +0.8% | -16.4% |
| YTD | -6.2% | -30.1% | +23.9% | -6.9% |
| 1Y | -42.3% | -31.9% | -10.4% | -42.3% |
| All | -42.3% | -33.0% | -9.3% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling