+825.3%
MSTR vs DOW
-15.4%
+840.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.6% |
| 7D | +9.3% | -2.9% | +12.2% | +10.4% |
| 30D | +36.5% | +2.0% | +34.6% | +34.6% |
| 3M | +7.3% | -12.5% | +19.9% | +12.4% |
| 6M | +2.2% | -9.2% | +11.4% | +1.7% |
| YTD | -10.2% | +30.8% | -40.9% | -25.5% |
| 1Y | -58.6% | +29.4% | -88.0% | -65.8% |
| 3Y | +283.2% | -34.6% | +317.7% | +329.7% |
| 5Y | +113.8% | -35.9% | +149.7% | +145.9% |
| All | +825.3% | -15.4% | +840.7% | +780.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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