+3,759.8%
MSFT vs MSTR
+1,685.0%
+2,074.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.9% |
| 7D | -2.7% | +12.2% | -14.9% | -4.2% |
| 30D | +2.7% | +45.2% | -42.5% | -2.4% |
| 3M | +17.0% | +10.4% | +6.6% | +14.3% |
| 6M | +23.8% | -2.5% | +26.3% | +22.2% |
| YTD | +4.0% | -6.0% | +10.0% | +2.2% |
| 1Y | -0.8% | -56.4% | +55.6% | +6.2% |
| 3Y | +55.6% | +306.3% | -250.7% | +13.0% |
| 5Y | +72.9% | +100.5% | -27.6% | +25.5% |
| 10Y | +875.8% | +741.1% | +134.7% | +439.1% |
| All | +3,759.8% | +1,685.0% | +2,074.8% | +1,123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling