+283.2%
MSTR vs CMI
+156.7%
+126.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.5% |
| 7D | +9.3% | +1.9% | +7.4% | +7.7% |
| 30D | +36.5% | -12.5% | +49.0% | +49.8% |
| 3M | +7.3% | -16.2% | +23.5% | +19.0% |
| 6M | +2.2% | +4.9% | -2.6% | -8.7% |
| YTD | -10.2% | +11.1% | -21.3% | -22.0% |
| 1Y | -58.6% | +43.4% | -102.0% | -71.3% |
| 3Y | +283.2% | +154.1% | +129.1% | +81.2% |
| All | +283.2% | +156.7% | +126.5% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling