+1,124.1%
MSTR vs ALL
+1,006.1%
+118.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.9% | -8.4% | -9.0% |
| 7D | -8.7% | +4.2% | -12.9% | -10.1% |
| 30D | -21.4% | +18.9% | -40.4% | -26.6% |
| 3M | +31.4% | +1.2% | +30.2% | +29.8% |
| 6M | -30.8% | +23.2% | -54.0% | -37.3% |
| YTD | -14.9% | +30.0% | -44.9% | -25.5% |
| 1Y | -49.3% | +39.6% | -88.9% | -57.0% |
| 3Y | +184.8% | +115.2% | +69.6% | +96.9% |
| 5Y | +62.1% | +156.2% | -94.1% | +3.6% |
| 10Y | +580.0% | +398.0% | +182.0% | +220.5% |
| All | +1,124.1% | +1,006.1% | +118.1% | +240.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling