+677.4%
MSTR vs JBL
+1,455.1%
-777.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.6% |
| 7D | +7.7% | +4.0% | +3.7% | +5.4% |
| 30D | +36.3% | -7.5% | +43.8% | +41.9% |
| 3M | +13.4% | -14.1% | +27.5% | +21.7% |
| 6M | -4.5% | +25.9% | -30.4% | -19.5% |
| YTD | -12.7% | +36.7% | -49.3% | -30.2% |
| 1Y | -59.6% | +49.0% | -108.6% | -69.7% |
| 3Y | +272.5% | +191.8% | +80.7% | +72.7% |
| 5Y | +107.1% | +409.8% | -302.6% | -28.7% |
| 10Y | +677.4% | +1,509.2% | -831.8% | +81.4% |
| All | +677.4% | +1,455.1% | -777.7% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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