-49.3%
MSTR vs CME
+16.9%
-66.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -3.8% |
| 7D | -10.7% | +1.7% | -12.4% | -10.9% |
| 30D | -21.6% | +10.2% | -31.7% | -23.1% |
| 3M | +24.4% | +17.8% | +6.6% | +20.4% |
| 6M | -35.5% | +11.0% | -46.4% | -38.9% |
| YTD | -20.3% | +17.0% | -37.4% | -34.4% |
| 1Y | -49.3% | +15.8% | -65.1% | -58.1% |
| All | -49.3% | +16.9% | -66.2% | -58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling