+481.0%
MSTR vs ALL
+377.9%
+103.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -13.4% | +5.0% | -18.5% | -14.7% |
| 30D | -22.1% | +13.3% | -35.4% | -25.0% |
| 3M | +15.0% | +3.2% | +11.8% | +13.3% |
| 6M | -37.3% | +25.3% | -62.6% | -42.4% |
| YTD | -26.5% | +30.5% | -57.0% | -34.3% |
| 1Y | -46.5% | +29.2% | -75.7% | -52.1% |
| 3Y | +121.1% | +119.1% | +2.0% | +52.7% |
| 5Y | +37.5% | +162.6% | -125.1% | -12.3% |
| All | +481.0% | +377.9% | +103.1% | +217.8% |
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