+943.9%
MSTR vs CAPR
-99.1%
+1,043.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +28.7% |
| 6M | -30.8% | -73.9% | +43.1% | -30.0% |
| YTD | -14.9% | -70.2% | +55.3% | -14.3% |
| 1Y | -49.3% | +38.3% | -87.6% | -53.0% |
| 3Y | +184.8% | +199.7% | -14.8% | +153.3% |
| 5Y | +62.1% | +130.6% | -68.4% | +43.8% |
| 10Y | +580.0% | -68.5% | +648.5% | +490.1% |
| All | +943.9% | -99.1% | +1,043.1% | +757.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling