+915.1%
MSFT vs MSTR
+461.5%
+453.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | -1.3% | -13.4% | +12.2% | +0.4% |
| 30D | -1.8% | -22.1% | +20.2% | +1.0% |
| 3M | +5.6% | +15.0% | -9.3% | +2.7% |
| 6M | +29.8% | -37.3% | +67.1% | +35.0% |
| YTD | +9.0% | -26.5% | +35.6% | +9.8% |
| 1Y | +4.9% | -46.5% | +51.4% | +9.4% |
| 3Y | +46.2% | +121.1% | -74.9% | +12.2% |
| 5Y | +62.1% | +37.5% | +24.6% | +18.3% |
| All | +915.1% | +461.5% | +453.6% | +305.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 10y: compounded portfolio wealth divided by compounded MSTR 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…
10y analysis · Full analysis span regression · 6 months rolling