+120.4%
MSTR vs ALL
+118.4%
+1.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -1.1% |
| 7D | +12.2% | 0.0% | +12.1% | +12.2% |
| 30D | +45.2% | -1.5% | +46.7% | +45.3% |
| 3M | +10.4% | +23.6% | -13.2% | +4.3% |
| 6M | -2.5% | +22.3% | -24.8% | -7.7% |
| YTD | -6.0% | +26.5% | -32.5% | -12.8% |
| 1Y | -56.4% | +27.0% | -83.4% | -59.9% |
| 3Y | +306.3% | +149.6% | +156.7% | +156.7% |
| All | +120.4% | +118.4% | +1.9% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling