+521.9%
MSTR vs AR
+58.9%
+462.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.5% | +0.8% |
| 7D | -14.2% | +2.1% | -16.2% | -14.5% |
| 30D | -19.9% | +4.5% | -24.4% | -20.7% |
| 3M | +27.3% | +1.0% | +26.3% | +26.3% |
| 6M | -37.6% | +4.4% | -42.0% | -38.7% |
| YTD | -19.5% | +10.9% | -30.4% | -22.1% |
| 1Y | -47.1% | +8.6% | -55.7% | -48.7% |
| 3Y | +140.3% | +48.5% | +91.8% | +121.6% |
| 5Y | +49.5% | +95.7% | -46.2% | +35.3% |
| 10Y | +521.9% | +55.5% | +466.4% | +511.9% |
| All | +521.9% | +58.9% | +462.9% | +511.9% |
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