+1,124.1%
MSTR vs CMS
+284.6%
+839.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -8.9% | -9.2% |
| 7D | -8.7% | +1.7% | -10.4% | -9.1% |
| 30D | -21.4% | +8.6% | -30.0% | -23.3% |
| 3M | +31.4% | -0.5% | +31.9% | +31.2% |
| 6M | -30.8% | -4.2% | -26.6% | -30.5% |
| YTD | -14.9% | +3.4% | -18.4% | -16.5% |
| 1Y | -49.3% | +0.4% | -49.7% | -49.9% |
| 3Y | +184.8% | +38.2% | +146.6% | +152.7% |
| 5Y | +62.1% | +35.4% | +26.7% | +44.2% |
| 10Y | +580.0% | +131.7% | +448.3% | +396.3% |
| All | +1,124.1% | +284.6% | +839.6% | +288.1% |
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