-60.6%
MSTR vs CMI
+40.9%
-101.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +44.4% |
| 3M | +11.5% | -12.4% | +23.9% | +16.3% |
| 6M | -7.2% | -0.9% | -6.3% | -16.5% |
| YTD | -15.4% | +8.9% | -24.3% | -25.7% |
| 1Y | -60.6% | +37.7% | -98.3% | -71.3% |
| All | -60.6% | +40.9% | -101.5% | -71.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling