+120.4%
MSTR vs CAPR
+84.7%
+35.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.4% |
| 7D | +12.2% | -2.0% | +14.1% | +12.2% |
| 30D | +45.2% | +139.2% | -94.0% | +40.1% |
| 3M | +10.4% | -66.4% | +76.7% | +11.8% |
| 6M | -2.5% | -63.1% | +60.7% | -1.7% |
| YTD | -6.0% | -67.4% | +61.4% | -5.0% |
| 1Y | -56.4% | +58.2% | -114.7% | -62.7% |
| 3Y | +306.3% | +42.2% | +264.1% | +159.9% |
| All | +120.4% | +84.7% | +35.7% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling