+495.5%
MSTR vs IT
+88.7%
+406.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.4% | -5.9% |
| 7D | -11.5% | -3.7% | -7.9% | -9.8% |
| 30D | -24.8% | -3.1% | -21.7% | -24.8% |
| 3M | +20.6% | +6.3% | +14.3% | +14.4% |
| 6M | -38.0% | +24.8% | -62.7% | -49.0% |
| YTD | -24.7% | -24.4% | -0.4% | -18.6% |
| 1Y | -49.1% | -17.1% | -32.0% | -48.5% |
| 3Y | +124.7% | -53.6% | +178.3% | +228.3% |
| 5Y | +40.9% | -42.5% | +83.5% | +78.0% |
| All | +495.5% | +88.7% | +406.9% | +324.8% |
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