+48.3%
MSTR vs CAPR
+151.3%
-103.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.9% | +6.4% | -3.3% |
| 7D | -10.7% | +7.6% | -18.4% | -11.0% |
| 30D | -21.6% | +13.3% | -34.8% | -22.0% |
| 3M | +24.4% | +130.4% | -106.0% | +20.0% |
| 6M | -35.5% | -70.8% | +35.3% | -34.4% |
| YTD | -20.3% | -69.3% | +48.9% | -19.5% |
| 1Y | -49.3% | +59.5% | -108.9% | -56.8% |
| 3Y | +137.8% | +216.8% | -79.0% | +29.0% |
| 5Y | +48.3% | +152.7% | -104.4% | -40.0% |
| All | +48.3% | +151.3% | -103.0% | -40.0% |
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 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