+731.6%
MSTR vs ALL
+368.3%
+363.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -1.0% |
| 7D | +12.2% | 0.0% | +12.1% | +12.2% |
| 30D | +45.2% | -1.5% | +46.7% | +45.4% |
| 3M | +10.4% | +23.6% | -13.2% | +2.3% |
| 6M | -2.5% | +22.3% | -24.8% | -9.5% |
| YTD | -6.0% | +26.5% | -32.5% | -14.9% |
| 1Y | -56.4% | +27.0% | -83.4% | -60.8% |
| 3Y | +306.3% | +149.6% | +156.7% | +164.4% |
| 5Y | +100.5% | +118.1% | -17.6% | +38.3% |
| All | +731.6% | +368.3% | +363.3% | +359.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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