+1,252.0%
MSTR vs IT
+514.6%
+737.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | +0.4% |
| 7D | +12.2% | -6.0% | +18.2% | +15.1% |
| 30D | +45.2% | 0.0% | +45.2% | +45.5% |
| 3M | +10.4% | +13.1% | -2.7% | +2.9% |
| 6M | -2.5% | +11.7% | -14.2% | -10.4% |
| YTD | -6.0% | -26.1% | +20.1% | +0.8% |
| 1Y | -56.4% | -21.3% | -35.2% | -54.7% |
| 3Y | +306.3% | -46.7% | +353.0% | +389.1% |
| 5Y | +100.5% | -40.5% | +141.0% | +139.9% |
| 10Y | +741.1% | +103.9% | +637.2% | +537.4% |
| All | +1,252.0% | +514.6% | +737.4% | +421.2% |
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 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