+570.4%
MSTR vs CAPR
-68.5%
+639.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -4.9% | -0.4% |
| 7D | -1.2% | +41.1% | -42.3% | -2.2% |
| 30D | -15.9% | +11.1% | -27.0% | -16.3% |
| 3M | +33.1% | +115.3% | -82.2% | +29.3% |
| 6M | -31.0% | -73.8% | +42.8% | -29.9% |
| YTD | -15.1% | -68.8% | +53.7% | -14.5% |
| 1Y | -45.6% | +43.3% | -89.0% | -51.4% |
| 3Y | +180.5% | +214.7% | -34.2% | +132.3% |
| 5Y | +61.7% | +141.3% | -79.6% | +33.2% |
| All | +570.4% | -68.5% | +639.0% | +438.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling