+481.0%
MSTR vs CAPR
-65.7%
+546.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.9% | +4.5% | -2.2% |
| 7D | -13.4% | +5.9% | -19.3% | -13.7% |
| 30D | -22.1% | +44.6% | -66.7% | -23.0% |
| 3M | +15.0% | +126.4% | -111.4% | +11.4% |
| 6M | -37.3% | -68.6% | +31.3% | -36.7% |
| YTD | -26.5% | -67.0% | +40.4% | -26.1% |
| 1Y | -46.5% | +65.2% | -111.6% | -52.4% |
| 3Y | +121.1% | +235.6% | -114.5% | +82.3% |
| 5Y | +37.5% | +175.4% | -137.9% | +12.6% |
| All | +481.0% | -65.7% | +546.7% | +356.3% |
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