+62.4%
MSFT vs MSTR
+36.1%
+26.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.3% |
| All | +62.4% | +36.1% | +26.3% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling