+180.5%
MSTR vs ALL
+105.5%
+75.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | -1.1% |
| 7D | -1.2% | -1.9% | +0.7% | -1.5% |
| 30D | -15.9% | +13.8% | -29.7% | -13.8% |
| 3M | +33.1% | -7.0% | +40.1% | +32.1% |
| 6M | -31.0% | +18.0% | -49.0% | -28.9% |
| YTD | -15.1% | +24.2% | -39.3% | -12.2% |
| 1Y | -45.6% | +31.2% | -76.8% | -44.3% |
| 3Y | +180.5% | +107.5% | +73.0% | +220.5% |
| All | +180.5% | +105.5% | +75.0% | +220.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling