+521.9%
MSTR vs CMG
+369.3%
+152.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | 0.0% |
| 7D | -14.2% | +4.1% | -18.3% | -16.1% |
| 30D | -19.9% | +20.5% | -40.4% | -28.0% |
| 3M | +27.3% | +14.5% | +12.8% | +16.8% |
| 6M | -37.6% | +14.8% | -52.3% | -44.3% |
| YTD | -19.5% | -1.0% | -18.5% | -21.9% |
| 1Y | -47.1% | +22.9% | -70.0% | -55.1% |
| 3Y | +140.3% | -13.6% | +153.9% | +139.1% |
| 5Y | +49.5% | +0.9% | +48.6% | +36.7% |
| 10Y | +521.9% | +361.4% | +160.5% | +309.7% |
| All | +521.9% | +369.3% | +152.5% | +309.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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