+163.0%
MSTR vs CEG
+632.0%
-469.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.0% | -0.6% | -2.4% |
| 7D | -10.7% | +1.7% | -12.4% | -11.8% |
| 30D | -21.6% | -10.2% | -11.4% | -18.6% |
| 3M | +24.4% | -0.8% | +25.2% | +22.9% |
| 6M | -35.5% | -11.5% | -23.9% | -33.6% |
| YTD | -20.3% | -23.9% | +3.5% | -14.6% |
| 1Y | -49.3% | -25.4% | -23.9% | -45.5% |
| 3Y | +137.8% | +124.2% | +13.6% | +37.0% |
| All | +163.0% | +632.0% | -469.0% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling