+645.5%
MSTR vs CMG
+326.7%
+318.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.3% |
| 7D | -11.2% | -3.8% | -7.4% | -9.4% |
| 30D | +33.8% | +12.9% | +20.9% | +25.3% |
| 3M | +11.5% | +18.8% | -7.3% | -0.4% |
| 6M | -7.2% | +4.1% | -11.2% | -11.6% |
| YTD | -15.4% | -2.4% | -13.0% | -16.3% |
| 1Y | -60.6% | -6.7% | -54.0% | -60.7% |
| 3Y | +260.8% | -7.1% | +268.0% | +249.4% |
| 5Y | +108.8% | -5.0% | +113.8% | +98.0% |
| All | +645.5% | +326.7% | +318.8% | +416.6% |
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