+570.4%
MSTR vs AR
+44.3%
+526.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -1.2% | -14.3% | +13.0% | +1.2% |
| 30D | -15.9% | +1.4% | -17.4% | -16.4% |
| 3M | +33.1% | +3.4% | +29.7% | +31.4% |
| 6M | -31.0% | -2.1% | -28.9% | -31.5% |
| YTD | -15.1% | +4.7% | -19.9% | -17.1% |
| 1Y | -45.6% | +10.6% | -56.2% | -47.5% |
| 3Y | +180.5% | +24.6% | +155.9% | +165.4% |
| 5Y | +61.7% | +71.9% | -10.2% | +48.6% |
| All | +570.4% | +44.3% | +526.1% | +566.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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