-45.6%
MSTR vs CAPR
+43.1%
-88.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -4.9% | -0.3% |
| 7D | -1.2% | +41.1% | -42.3% | -1.4% |
| 30D | -15.9% | +11.1% | -27.0% | -16.0% |
| 3M | +33.1% | +115.3% | -82.2% | +32.3% |
| 6M | -31.0% | -73.8% | +42.8% | -30.5% |
| YTD | -15.1% | -68.8% | +53.7% | -14.8% |
| 1Y | -45.6% | +43.3% | -89.0% | -48.0% |
| All | -45.6% | +43.1% | -88.7% | -48.0% |
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