+690.7%
MSTR vs IT
+89.8%
+600.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.4% | +3.0% | -0.5% |
| 7D | +9.3% | -9.1% | +18.5% | +15.2% |
| 30D | +36.5% | -7.0% | +43.5% | +42.2% |
| 3M | +7.3% | +7.6% | -0.3% | -0.3% |
| 6M | +2.2% | +2.1% | +0.1% | -4.9% |
| YTD | -10.2% | -31.6% | +21.4% | +4.9% |
| 1Y | -58.6% | -29.9% | -28.7% | -53.0% |
| 3Y | +283.2% | -51.3% | +334.4% | +441.1% |
| 5Y | +113.8% | -44.8% | +158.6% | +183.3% |
| 10Y | +690.7% | +91.4% | +599.4% | +541.2% |
| All | +690.7% | +89.8% | +600.9% | +541.2% |
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