+526.8%
MSTR vs ALL
+372.0%
+154.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -4.4% |
| 7D | -10.7% | -0.1% | -10.6% | -10.7% |
| 30D | -21.6% | +13.8% | -35.4% | -24.6% |
| 3M | +24.4% | -2.8% | +27.2% | +24.8% |
| 6M | -35.5% | +23.7% | -59.1% | -40.5% |
| YTD | -20.3% | +27.3% | -47.6% | -28.2% |
| 1Y | -49.3% | +30.5% | -79.9% | -54.9% |
| 3Y | +137.8% | +113.0% | +24.8% | +65.8% |
| 5Y | +48.3% | +157.6% | -109.3% | -4.9% |
| 10Y | +526.8% | +368.4% | +158.4% | +255.3% |
| All | +526.8% | +372.0% | +154.8% | +255.3% |
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