+3,925.3%
MSFT vs MSTR
+1,429.4%
+2,495.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.3% | -2.4% |
| 7D | -6.2% | -14.2% | +7.9% | -4.5% |
| 30D | -3.7% | -19.9% | +16.2% | -1.2% |
| 3M | +3.6% | +27.3% | -23.7% | -0.5% |
| 6M | +26.8% | -37.6% | +64.4% | +32.0% |
| YTD | +8.4% | -19.5% | +27.9% | +8.0% |
| 1Y | +3.3% | -47.1% | +50.4% | +7.9% |
| 3Y | +44.3% | +140.3% | -96.0% | +11.7% |
| 5Y | +63.3% | +49.5% | +13.8% | +22.6% |
| 10Y | +894.4% | +521.9% | +372.5% | +467.8% |
| All | +3,925.3% | +1,429.4% | +2,495.9% | +1,193.8% |
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