+495.5%
MSTR vs JPM
+475.8%
+19.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.4% |
| 7D | -11.5% | +1.6% | -13.1% | -12.5% |
| 30D | -24.8% | +3.4% | -28.3% | -26.5% |
| 3M | +20.6% | -5.7% | +26.3% | +25.2% |
| 6M | -38.0% | +13.5% | -51.5% | -43.4% |
| YTD | -24.7% | +8.4% | -33.1% | -29.0% |
| 1Y | -49.1% | +9.1% | -58.1% | -52.3% |
| 3Y | +124.7% | +149.5% | -24.8% | +23.6% |
| 5Y | +40.9% | +132.6% | -91.6% | -20.2% |
| All | +495.5% | +475.8% | +19.7% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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