-37.6%
MSTR vs CMG
+13.5%
-51.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.9% |
| 7D | -14.2% | +4.1% | -18.3% | -14.4% |
| 30D | -19.9% | +20.5% | -40.4% | -20.5% |
| 3M | +27.3% | +14.5% | +12.8% | +27.1% |
| 6M | -37.6% | +14.8% | -52.3% | -38.3% |
| All | -37.6% | +13.5% | -51.0% | -38.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling