+283.2%
MSTR vs A
+29.5%
+253.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -3.1% |
| 7D | +9.3% | -2.1% | +11.4% | +10.4% |
| 30D | +36.5% | +0.6% | +35.9% | +36.6% |
| 3M | +7.3% | +10.9% | -3.6% | +1.6% |
| 6M | +2.2% | +28.2% | -25.9% | -12.1% |
| YTD | -10.2% | +8.6% | -18.7% | -14.5% |
| 1Y | -58.6% | +15.5% | -74.1% | -62.5% |
| 3Y | +283.2% | +31.8% | +251.4% | +274.6% |
| All | +283.2% | +29.5% | +253.7% | +274.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling