+7,365.5%
MSTR vs CME
+8,169.9%
-804.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | -1.2% | +0.9% | -2.1% | -1.5% |
| 30D | -15.9% | +13.2% | -29.1% | -19.8% |
| 3M | +33.1% | +16.3% | +16.9% | +25.8% |
| 6M | -31.0% | +7.1% | -38.1% | -33.2% |
| YTD | -15.1% | +15.8% | -31.0% | -20.5% |
| 1Y | -45.6% | +17.1% | -62.7% | -49.2% |
| 3Y | +180.5% | +63.2% | +117.3% | +127.9% |
| 5Y | +61.7% | +70.2% | -8.6% | +30.8% |
| 10Y | +578.0% | +337.0% | +241.0% | +290.0% |
| All | +7,365.5% | +8,169.9% | -804.4% | +1,395.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling