+554.5%
MSTR vs CAPR
-64.9%
+619.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.4% | -12.0% | -2.9% |
| 7D | -4.0% | +36.0% | -40.0% | -4.8% |
| 30D | -18.6% | +25.8% | -44.4% | -19.2% |
| 3M | +25.6% | +140.8% | -115.3% | +21.6% |
| 6M | -33.1% | -67.6% | +34.5% | -32.4% |
| YTD | -17.3% | -65.9% | +48.5% | -16.9% |
| 1Y | -48.1% | +66.1% | -114.2% | -53.8% |
| 3Y | +154.2% | +256.9% | -102.7% | +109.5% |
| 5Y | +46.2% | +172.1% | -125.9% | +20.0% |
| 10Y | +554.5% | -64.7% | +619.2% | +419.1% |
| All | +554.5% | -64.9% | +619.5% | +419.1% |
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