+308.9%
MSTR vs COMP
+215.9%
+93.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +12.2% | +1.4% | +10.8% | +11.8% |
| 30D | +45.2% | -13.3% | +58.5% | +50.7% |
| 3M | +10.4% | +41.1% | -30.7% | -1.3% |
| 6M | -2.5% | +17.2% | -19.7% | -9.5% |
| YTD | -6.0% | +5.2% | -11.2% | -10.5% |
| 1Y | -56.4% | +18.9% | -75.3% | -60.3% |
| All | +308.9% | +215.9% | +93.0% | +182.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling