+526.8%
MSTR vs JPM
+498.0%
+28.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -10.7% | +1.2% | -11.9% | -11.3% |
| 30D | -21.6% | +2.7% | -24.3% | -23.0% |
| 3M | +24.4% | -4.5% | +28.8% | +28.0% |
| 6M | -35.5% | +14.3% | -49.8% | -41.5% |
| YTD | -20.3% | +8.2% | -28.5% | -24.8% |
| 1Y | -49.3% | +10.0% | -59.3% | -52.9% |
| 3Y | +137.8% | +149.0% | -11.2% | +31.3% |
| 5Y | +48.3% | +131.0% | -82.7% | -15.5% |
| 10Y | +526.8% | +479.1% | +47.7% | +169.0% |
| All | +526.8% | +498.0% | +28.7% | +169.0% |
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