+481.0%
MSTR vs ASX
+962.9%
-481.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.3% |
| 7D | -13.4% | +12.4% | -25.8% | -19.2% |
| 30D | -22.1% | -19.8% | -2.3% | -14.2% |
| 3M | +15.0% | -10.3% | +25.3% | +18.4% |
| 6M | -37.3% | +1.2% | -38.5% | -43.2% |
| YTD | -26.5% | +123.0% | -149.6% | -59.3% |
| 1Y | -46.5% | +145.4% | -191.9% | -72.0% |
| 3Y | +121.1% | +368.6% | -247.5% | -24.5% |
| 5Y | +37.5% | +486.0% | -448.5% | -57.8% |
| All | +481.0% | +962.9% | -481.9% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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