+83.3%
MSTR vs COMP
-52.0%
+135.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.7% | -11.0% | -4.0% |
| 7D | -1.2% | +13.4% | -14.7% | -5.6% |
| 30D | -15.9% | +11.1% | -27.0% | -19.2% |
| 3M | +33.1% | -18.8% | +52.0% | +42.0% |
| 6M | -31.0% | +10.5% | -41.5% | -35.2% |
| YTD | -15.1% | -3.4% | -11.7% | -18.8% |
| 1Y | -45.6% | +19.7% | -65.3% | -52.1% |
| 3Y | +180.5% | +381.6% | -201.1% | +30.0% |
| 5Y | +61.7% | -17.6% | +79.3% | +26.9% |
| All | +83.3% | -52.0% | +135.2% | +74.3% |
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