+956.8%
MSTR vs CMI
+6,399.9%
-5,443.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -13.4% | +0.5% | -13.9% | -13.6% |
| 30D | -22.1% | -14.0% | -8.0% | -16.9% |
| 3M | +15.0% | -28.1% | +43.1% | +31.8% |
| 6M | -37.3% | -35.8% | -1.5% | -25.5% |
| YTD | -26.5% | -10.5% | -16.0% | -23.4% |
| 1Y | -46.5% | -1.9% | -44.6% | -46.4% |
| 3Y | +121.1% | +121.0% | +0.1% | +60.9% |
| 5Y | +37.5% | +114.6% | -77.0% | +3.6% |
| 10Y | +467.3% | +325.5% | +141.9% | +223.3% |
| All | +956.8% | +6,399.9% | -5,443.2% | +98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling