+83.8%
MSTR vs COMP
-56.6%
+140.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.2% | -1.1% | -6.4% |
| 7D | -8.7% | -1.8% | -6.9% | -8.0% |
| 30D | -21.4% | -0.8% | -20.7% | -21.2% |
| 3M | +31.4% | -28.1% | +59.6% | +46.6% |
| 6M | -30.8% | +27.0% | -57.8% | -39.1% |
| YTD | -14.9% | -12.8% | -2.1% | -15.4% |
| 1Y | -49.3% | +4.9% | -54.2% | -53.0% |
| 3Y | +184.8% | +321.0% | -136.2% | +38.8% |
| 5Y | +62.1% | -25.6% | +87.7% | +32.2% |
| All | +83.8% | -56.6% | +140.4% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling