+50.7%
MSTR vs CME
+75.2%
-24.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | 0.0% |
| 7D | -14.2% | +2.5% | -16.6% | -15.2% |
| 30D | -19.9% | +13.9% | -33.8% | -25.3% |
| 3M | +27.3% | +22.4% | +4.9% | +14.5% |
| 6M | -37.6% | +12.9% | -50.4% | -42.0% |
| YTD | -19.5% | +19.6% | -39.1% | -28.8% |
| 1Y | -47.1% | +17.7% | -64.8% | -52.8% |
| 3Y | +140.3% | +65.3% | +75.0% | +52.6% |
| All | +50.7% | +75.2% | -24.5% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling