+169.3%
MSTR vs A
+546.2%
-376.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.2% |
| 7D | -1.2% | -0.1% | -1.1% | -1.0% |
| 30D | -15.9% | +3.4% | -19.3% | -17.1% |
| 3M | +33.1% | +23.8% | +9.3% | +19.5% |
| 6M | -31.0% | +49.0% | -80.0% | -45.5% |
| YTD | -15.1% | +29.4% | -44.5% | -27.9% |
| 1Y | -45.6% | +19.4% | -65.0% | -51.9% |
| 3Y | +180.5% | +66.2% | +114.3% | +106.6% |
| 5Y | +61.7% | +15.8% | +45.9% | +49.9% |
| 10Y | +578.0% | +326.1% | +251.9% | +215.9% |
| All | +169.3% | +546.2% | -376.9% | -26.0% |
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