+570.4%
MSTR vs ASX
+754.3%
-183.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -3.8% |
| 7D | -1.2% | -19.9% | +18.7% | +10.0% |
| 30D | -15.9% | -30.9% | +14.9% | +0.8% |
| 3M | +33.1% | -15.1% | +48.2% | +41.8% |
| 6M | -31.0% | -6.5% | -24.5% | -34.5% |
| YTD | -15.1% | +98.4% | -113.6% | -49.5% |
| 1Y | -45.6% | +107.9% | -153.5% | -68.5% |
| 3Y | +180.5% | +325.3% | -144.8% | +1.8% |
| 5Y | +61.7% | +447.3% | -385.6% | -47.5% |
| All | +570.4% | +754.3% | -183.8% | +87.3% |
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