+1,252.0%
MSTR vs CMI
+7,960.6%
-6,708.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.6% |
| 7D | +12.2% | -0.7% | +12.9% | +12.4% |
| 30D | +45.2% | -13.4% | +58.6% | +53.7% |
| 3M | +10.4% | -17.0% | +27.4% | +18.1% |
| 6M | -2.5% | -1.6% | -0.8% | -3.3% |
| YTD | -6.0% | +11.0% | -17.0% | -10.6% |
| 1Y | -56.4% | +41.9% | -98.3% | -62.6% |
| 3Y | +306.3% | +151.8% | +154.5% | +179.0% |
| 5Y | +100.5% | +163.6% | -63.1% | +38.5% |
| 10Y | +741.1% | +472.9% | +268.2% | +323.4% |
| All | +1,252.0% | +7,960.6% | -6,708.6% | +131.8% |
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