-45.6%
MSTR vs CEG
-30.4%
-15.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.6% |
| 7D | -1.2% | -4.7% | +3.5% | 0.0% |
| 30D | -15.9% | -16.6% | +0.6% | -11.5% |
| 3M | +33.1% | -4.1% | +37.2% | +33.3% |
| 6M | -31.0% | -22.3% | -8.7% | -26.0% |
| YTD | -15.1% | -28.9% | +13.8% | -16.9% |
| 1Y | -45.6% | -28.5% | -17.2% | -47.4% |
| All | -45.6% | -30.4% | -15.3% | -47.4% |
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