+107.1%
MSTR vs CMI
+165.6%
-58.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -1.8% |
| 7D | +7.7% | +0.7% | +7.0% | +6.8% |
| 30D | +36.3% | -12.3% | +48.6% | +51.9% |
| 3M | +13.4% | -16.8% | +30.2% | +28.8% |
| 6M | -4.5% | +1.5% | -6.0% | -12.8% |
| YTD | -12.7% | +9.8% | -22.5% | -25.0% |
| 1Y | -59.6% | +42.6% | -102.2% | -73.6% |
| 3Y | +272.5% | +151.0% | +121.5% | +29.9% |
| 5Y | +107.1% | +167.0% | -59.9% | -37.2% |
| All | +107.1% | +165.6% | -58.4% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling