+1,392.2%
MSTR vs CMG
+4,006.7%
-2,614.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.8% |
| 7D | +12.2% | -2.8% | +15.0% | +13.2% |
| 30D | +45.2% | +7.1% | +38.0% | +41.1% |
| 3M | +10.4% | +31.2% | -20.8% | -2.2% |
| 6M | -2.5% | +0.7% | -3.2% | -4.5% |
| YTD | -6.0% | -0.1% | -5.9% | -7.4% |
| 1Y | -56.4% | -10.7% | -45.7% | -55.6% |
| 3Y | +306.3% | -4.7% | +311.0% | +299.1% |
| 5Y | +100.5% | -3.8% | +104.2% | +101.9% |
| 10Y | +741.1% | +352.5% | +388.6% | +430.8% |
| All | +1,392.2% | +4,006.7% | -2,614.5% | +390.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling