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  • MSTR vs CMS✓SelectedUSD · CMSMSTR vs CMS performance historyLatest closeAs of-1.39%09/04
Stock and ETF performance explorer

MSTR vs CMS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,252.0%
CMS return
+272.5%
Excess return
+979.4%
Maximum drawdown
-99.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCMSExcessAlpha
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