+1,252.0%
MSTR vs CMS
+272.5%
+979.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +12.2% | +0.4% | +11.8% | +12.1% |
| 30D | +45.2% | -3.6% | +48.8% | +46.5% |
| 3M | +10.4% | -1.9% | +12.3% | +10.4% |
| 6M | -2.5% | -11.0% | +8.5% | +0.1% |
| YTD | -6.0% | +0.2% | -6.2% | -6.8% |
| 1Y | -56.4% | -1.3% | -55.1% | -56.7% |
| 3Y | +306.3% | +35.9% | +270.3% | +262.6% |
| 5Y | +100.5% | +23.1% | +77.4% | +83.5% |
| 10Y | +741.1% | +117.9% | +623.2% | +525.9% |
| All | +1,252.0% | +272.5% | +979.4% | +333.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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