+554.5%
MSTR vs IT
+96.9%
+457.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.8% |
| 7D | -4.0% | -18.8% | +14.9% | +6.0% |
| 30D | -18.6% | -0.1% | -18.6% | -20.0% |
| 3M | +25.6% | +2.9% | +22.7% | +20.9% |
| 6M | -33.1% | +20.4% | -53.5% | -43.9% |
| YTD | -17.3% | -24.3% | +6.9% | -10.7% |
| 1Y | -48.1% | -17.2% | -30.9% | -47.5% |
| 3Y | +154.2% | -52.4% | +206.6% | +265.0% |
| 5Y | +46.2% | -43.7% | +89.9% | +86.3% |
| 10Y | +554.5% | +90.3% | +464.2% | +362.8% |
| All | +554.5% | +96.9% | +457.6% | +362.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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