+554.5%
MSTR vs CME
+320.1%
+234.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.4% |
| 7D | -4.0% | -0.6% | -3.4% | -3.7% |
| 30D | -18.6% | +8.5% | -27.2% | -21.9% |
| 3M | +25.6% | +16.0% | +9.5% | +16.9% |
| 6M | -33.1% | +9.3% | -42.4% | -36.4% |
| YTD | -17.3% | +15.3% | -32.7% | -24.1% |
| 1Y | -48.1% | +14.4% | -62.5% | -52.2% |
| 3Y | +154.2% | +59.9% | +94.3% | +90.6% |
| 5Y | +46.2% | +69.4% | -23.2% | +6.9% |
| 10Y | +554.5% | +299.5% | +255.0% | +267.5% |
| All | +554.5% | +320.1% | +234.4% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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