+152.9%
MSTR vs A
+557.8%
-404.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -2.9% |
| 7D | -10.7% | +1.4% | -12.1% | -11.3% |
| 30D | -21.6% | +4.3% | -25.9% | -23.0% |
| 3M | +24.4% | +19.8% | +4.6% | +13.6% |
| 6M | -35.5% | +54.4% | -89.8% | -49.9% |
| YTD | -20.3% | +31.7% | -52.0% | -32.9% |
| 1Y | -49.3% | +22.4% | -71.8% | -55.8% |
| 3Y | +137.8% | +67.7% | +70.1% | +74.2% |
| 5Y | +48.3% | +15.7% | +32.6% | +37.3% |
| 10Y | +526.8% | +308.7% | +218.1% | +197.9% |
| All | +152.9% | +557.8% | -404.9% | -31.2% |
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