+920.4%
MSFT vs MSTR
+568.7%
+351.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +3.1% |
| 7D | +7.5% | -4.0% | +11.5% | +8.0% |
| 30D | +1.9% | -18.6% | +20.5% | +4.3% |
| 3M | +9.2% | +25.6% | -16.3% | +5.2% |
| 6M | +31.9% | -33.1% | +64.9% | +36.0% |
| YTD | +13.4% | -17.3% | +30.8% | +12.7% |
| 1Y | +10.6% | -48.1% | +58.7% | +15.8% |
| 3Y | +54.7% | +154.2% | -99.5% | +16.7% |
| 5Y | +69.1% | +46.2% | +22.9% | +22.5% |
| 10Y | +920.4% | +554.5% | +365.9% | +302.4% |
| All | +920.4% | +568.7% | +351.7% | +302.4% |
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