+521.9%
MSTR vs CME
+297.2%
+224.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.1% |
| 7D | -14.2% | +2.5% | -16.6% | -15.1% |
| 30D | -19.9% | +13.9% | -33.8% | -24.8% |
| 3M | +27.3% | +22.4% | +4.9% | +15.7% |
| 6M | -37.6% | +12.9% | -50.4% | -41.5% |
| YTD | -19.5% | +19.6% | -39.1% | -27.3% |
| 1Y | -47.1% | +17.7% | -64.8% | -51.9% |
| 3Y | +140.3% | +65.3% | +75.0% | +77.2% |
| 5Y | +49.5% | +75.1% | -25.6% | +7.5% |
| 10Y | +521.9% | +305.8% | +216.1% | +235.9% |
| All | +521.9% | +297.2% | +224.6% | +235.9% |
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