+47.6%
MSFT vs MSTR
+140.2%
-92.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -1.9% |
| 7D | +2.3% | -10.7% | +13.1% | +3.3% |
| 30D | -0.4% | -21.6% | +21.2% | +1.6% |
| 3M | +5.6% | +24.4% | -18.8% | +3.0% |
| 6M | +29.0% | -35.5% | +64.4% | +32.0% |
| YTD | +10.9% | -20.3% | +31.3% | +10.8% |
| 1Y | +6.2% | -49.3% | +55.6% | +9.2% |
| 3Y | +47.6% | +137.8% | -90.2% | +44.3% |
| All | +47.6% | +140.2% | -92.6% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling