+198.3%
MSTR vs A
+457.0%
-258.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | +12.2% | -1.9% | +14.1% | +13.3% |
| 30D | +45.2% | +6.9% | +38.3% | +40.5% |
| 3M | +10.4% | +9.2% | +1.1% | +4.3% |
| 6M | -2.5% | +25.7% | -28.2% | -15.8% |
| YTD | -6.0% | +11.5% | -17.6% | -13.7% |
| 1Y | -56.4% | +18.4% | -74.8% | -61.4% |
| 3Y | +306.3% | +26.6% | +279.7% | +243.4% |
| 5Y | +100.5% | -12.8% | +113.3% | +114.5% |
| 10Y | +741.1% | +247.2% | +493.9% | +334.1% |
| All | +198.3% | +457.0% | -258.8% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling