+731.6%
MSTR vs A
+246.7%
+485.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.8% |
| 7D | +12.2% | -1.9% | +14.1% | +13.6% |
| 30D | +45.2% | +6.9% | +38.3% | +39.5% |
| 3M | +10.4% | +9.2% | +1.1% | +3.0% |
| 6M | -2.5% | +25.7% | -28.2% | -19.1% |
| YTD | -6.0% | +11.5% | -17.6% | -15.5% |
| 1Y | -56.4% | +18.4% | -74.8% | -62.7% |
| 3Y | +306.3% | +26.6% | +279.7% | +222.5% |
| 5Y | +100.5% | -12.8% | +113.3% | +103.0% |
| All | +731.6% | +246.7% | +485.0% | +384.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling