+40.4%
MSTR vs IT
-42.2%
+82.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.8% |
| 7D | -13.4% | +1.1% | -14.5% | -13.9% |
| 30D | -22.1% | -1.8% | -20.2% | -22.9% |
| 3M | +15.0% | +4.8% | +10.1% | +8.9% |
| 6M | -37.3% | +33.0% | -70.3% | -52.3% |
| YTD | -26.5% | -23.8% | -2.7% | -17.2% |
| 1Y | -46.5% | -16.5% | -30.0% | -45.0% |
| 3Y | +121.1% | -53.6% | +174.7% | +281.9% |
| All | +40.4% | -42.2% | +82.6% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling