+180.5%
MSTR vs IT
-51.0%
+231.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +1.1% |
| 7D | -1.2% | -16.9% | +15.7% | +4.8% |
| 30D | -15.9% | +2.3% | -18.3% | -18.0% |
| 3M | +33.1% | +2.9% | +30.3% | +29.5% |
| 6M | -31.0% | +25.9% | -56.8% | -39.8% |
| YTD | -15.1% | -24.6% | +9.5% | -3.9% |
| 1Y | -45.6% | -16.0% | -29.6% | -42.9% |
| 3Y | +180.5% | -51.6% | +232.1% | +530.2% |
| All | +180.5% | -51.0% | +231.5% | +530.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling