+210.2%
MSTR vs CEG
+717.3%
-507.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -3.4% |
| 7D | +12.2% | +8.0% | +4.1% | +8.3% |
| 30D | +45.2% | +12.9% | +32.2% | +37.9% |
| 3M | +10.4% | +13.2% | -2.8% | +4.3% |
| 6M | -2.5% | -7.0% | +4.5% | -1.2% |
| YTD | -6.0% | -15.0% | +9.0% | -2.4% |
| 1Y | -56.4% | -2.7% | -53.7% | -57.6% |
| 3Y | +306.3% | +184.1% | +122.2% | +110.0% |
| All | +210.2% | +717.3% | -507.1% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling