+1,120.6%
MSTR vs IT
+526.7%
+593.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +1.2% |
| 7D | -1.2% | -16.9% | +15.7% | +5.3% |
| 30D | -15.9% | +2.3% | -18.3% | -17.6% |
| 3M | +33.1% | +2.9% | +30.3% | +30.1% |
| 6M | -31.0% | +25.9% | -56.8% | -39.9% |
| YTD | -15.1% | -24.6% | +9.5% | -11.1% |
| 1Y | -45.6% | -16.0% | -29.6% | -45.7% |
| 3Y | +180.5% | -51.6% | +232.1% | +247.0% |
| 5Y | +61.7% | -42.6% | +104.3% | +93.0% |
| 10Y | +578.0% | +103.6% | +474.5% | +407.0% |
| All | +1,120.6% | +526.7% | +593.9% | +360.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling