+49.9%
MSTR vs CME
+69.3%
-19.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | -1.2% | +0.9% | -2.1% | -1.6% |
| 30D | -15.9% | +13.2% | -29.1% | -21.5% |
| 3M | +33.1% | +16.3% | +16.9% | +22.8% |
| 6M | -31.0% | +7.1% | -38.1% | -34.2% |
| YTD | -15.1% | +15.8% | -31.0% | -23.8% |
| 1Y | -45.6% | +17.1% | -62.7% | -51.5% |
| 3Y | +180.5% | +63.2% | +117.3% | +77.6% |
| All | +49.9% | +69.3% | -19.4% | -14.0% |
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