+181.3%
MSTR vs CAPR
+200.7%
-19.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.6% | -5.7% | -9.2% |
| 7D | -8.7% | +29.7% | -38.4% | -9.2% |
| 30D | -21.4% | +11.0% | -32.4% | -21.6% |
| 3M | +31.4% | +118.8% | -87.4% | +28.9% |
| 6M | -30.8% | -73.9% | +43.1% | -29.9% |
| YTD | -14.9% | -70.2% | +55.3% | -14.2% |
| 1Y | -49.3% | +38.3% | -87.6% | -53.4% |
| All | +181.3% | +200.7% | -19.4% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling