+495.5%
MSTR vs ALL
+376.2%
+119.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.7% | -8.2% | -7.0% |
| 7D | -11.5% | 0.0% | -11.5% | -11.6% |
| 30D | -24.8% | +12.8% | -37.6% | -27.6% |
| 3M | +20.6% | +4.7% | +16.0% | +18.4% |
| 6M | -38.0% | +24.9% | -62.9% | -42.9% |
| YTD | -24.7% | +30.0% | -54.7% | -32.6% |
| 1Y | -49.1% | +29.9% | -79.0% | -54.5% |
| 3Y | +124.7% | +117.5% | +7.2% | +55.6% |
| 5Y | +40.9% | +161.7% | -120.7% | -10.0% |
| All | +495.5% | +376.2% | +119.3% | +226.1% |
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