-42.3%
MSTR vs CAPR
+47.4%
-89.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.3% | -3.2% | +5.0% |
| 7D | -1.8% | +43.2% | -45.0% | -2.0% |
| 30D | -13.3% | +14.7% | -28.0% | -13.4% |
| 3M | +46.0% | +113.9% | -67.9% | +45.1% |
| 6M | -22.4% | -73.4% | +50.9% | -21.9% |
| YTD | -6.2% | -69.1% | +62.9% | -5.8% |
| 1Y | -42.3% | +47.2% | -89.5% | -44.8% |
| All | -42.3% | +47.4% | -89.7% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling