-45.6%
MSTR vs COMP
+16.2%
-61.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.7% | -11.0% | -3.2% |
| 7D | -1.2% | +13.4% | -14.7% | -4.5% |
| 30D | -15.9% | +11.1% | -27.0% | -18.4% |
| 3M | +33.1% | -18.8% | +52.0% | +38.5% |
| 6M | -31.0% | +10.5% | -41.5% | -33.5% |
| YTD | -15.1% | -3.4% | -11.7% | -16.2% |
| 1Y | -45.6% | +19.7% | -65.3% | -46.5% |
| All | -45.6% | +16.2% | -61.8% | -46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling