+49.9%
MSTR vs COMP
-17.6%
+67.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.7% | -11.0% | -4.1% |
| 7D | -1.2% | +13.4% | -14.7% | -5.7% |
| 30D | -15.9% | +11.1% | -27.0% | -19.3% |
| 3M | +33.1% | -18.8% | +52.0% | +42.1% |
| 6M | -31.0% | +10.5% | -41.5% | -35.3% |
| YTD | -15.1% | -3.4% | -11.7% | -18.9% |
| 1Y | -45.6% | +19.7% | -65.3% | -52.2% |
| 3Y | +180.5% | +381.6% | -201.1% | +27.3% |
| All | +49.9% | -17.6% | +67.5% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling