+48.3%
MSTR vs CMG
+0.1%
+48.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -4.0% |
| 7D | -10.7% | +8.0% | -18.7% | -15.9% |
| 30D | -21.6% | +13.7% | -35.3% | -29.8% |
| 3M | +24.4% | +11.8% | +12.6% | +11.4% |
| 6M | -35.5% | +10.6% | -46.0% | -44.4% |
| YTD | -20.3% | -2.9% | -17.4% | -23.4% |
| 1Y | -49.3% | +17.8% | -67.2% | -60.0% |
| 3Y | +137.8% | -15.3% | +153.1% | +105.8% |
| 5Y | +48.3% | -0.9% | +49.2% | -9.7% |
| All | +48.3% | +0.1% | +48.2% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling