-59.6%
MSTR vs JPM
+23.5%
-83.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -3.0% |
| 7D | +7.7% | -0.4% | +8.1% | +8.2% |
| 30D | +36.3% | -1.4% | +37.8% | +37.3% |
| 3M | +13.4% | +13.9% | -0.5% | +3.0% |
| 6M | -4.5% | +23.5% | -28.0% | -18.8% |
| YTD | -12.7% | +11.6% | -24.3% | -20.7% |
| 1Y | -59.6% | +21.4% | -81.0% | -63.7% |
| All | -59.6% | +23.5% | -83.2% | -63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling