+3,998.6%
MSFT vs MSTR
+1,511.6%
+2,486.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +1.7% | -1.2% | +2.9% | +1.8% |
| 30D | +0.2% | -15.9% | +16.1% | +2.1% |
| 3M | +6.4% | +33.1% | -26.8% | +1.6% |
| 6M | +28.7% | -31.0% | +59.7% | +32.3% |
| YTD | +10.4% | -15.1% | +25.6% | +9.3% |
| 1Y | +7.6% | -45.6% | +53.3% | +12.1% |
| 3Y | +52.3% | +180.5% | -128.2% | +15.6% |
| 5Y | +64.5% | +61.7% | +2.9% | +22.3% |
| 10Y | +917.8% | +578.0% | +339.8% | +475.1% |
| All | +3,998.6% | +1,511.6% | +2,486.9% | +1,209.1% |
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