+165.7%
MSTR vs CEG
+651.0%
-485.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | 0.0% |
| 7D | -14.2% | +11.8% | -26.0% | -18.1% |
| 30D | -19.9% | -6.5% | -13.3% | -18.1% |
| 3M | +27.3% | -1.2% | +28.5% | +26.1% |
| 6M | -37.6% | -8.0% | -29.5% | -36.7% |
| YTD | -19.5% | -21.9% | +2.4% | -14.6% |
| 1Y | -47.1% | -21.4% | -25.7% | -44.3% |
| 3Y | +140.3% | +130.0% | +10.3% | +37.1% |
| All | +165.7% | +651.0% | -485.3% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling