+645.5%
MSTR vs CMI
+509.0%
+136.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.3% | -2.6% |
| 7D | -11.2% | +0.8% | -12.1% | -11.7% |
| 30D | +33.8% | -12.8% | +46.6% | +45.4% |
| 3M | +11.5% | -12.4% | +23.9% | +18.9% |
| 6M | -7.2% | -0.9% | -6.3% | -10.1% |
| YTD | -15.4% | +8.9% | -24.3% | -22.0% |
| 1Y | -60.6% | +37.7% | -98.3% | -69.1% |
| 3Y | +260.8% | +148.9% | +112.0% | +95.4% |
| 5Y | +108.8% | +164.4% | -55.5% | +10.6% |
| All | +645.5% | +509.0% | +136.5% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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