+1,120.6%
MSTR vs JPM
+1,473.3%
-352.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | +0.1% |
| 7D | -1.2% | -0.8% | -0.5% | -0.7% |
| 30D | -15.9% | +1.5% | -17.4% | -16.5% |
| 3M | +33.1% | -5.7% | +38.8% | +36.7% |
| 6M | -31.0% | +7.2% | -38.2% | -33.5% |
| YTD | -15.1% | +5.8% | -21.0% | -17.4% |
| 1Y | -45.6% | +8.8% | -54.4% | -47.9% |
| 3Y | +180.5% | +147.4% | +33.1% | +85.1% |
| 5Y | +61.7% | +125.3% | -63.7% | +14.4% |
| 10Y | +578.0% | +540.5% | +37.5% | +189.8% |
| All | +1,120.6% | +1,473.3% | -352.6% | +124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling