+1,252.0%
MSTR vs JPM
+1,578.5%
-326.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | +12.2% | +0.3% | +11.9% | +12.1% |
| 30D | +45.2% | -0.2% | +45.3% | +45.0% |
| 3M | +10.4% | +15.9% | -5.5% | +2.6% |
| 6M | -2.5% | +20.9% | -23.4% | -11.2% |
| YTD | -6.0% | +12.9% | -18.9% | -11.3% |
| 1Y | -56.4% | +20.3% | -76.7% | -60.3% |
| 3Y | +306.3% | +160.9% | +145.3% | +161.1% |
| 5Y | +100.5% | +154.8% | -54.3% | +34.2% |
| 10Y | +741.1% | +591.1% | +150.0% | +246.7% |
| All | +1,252.0% | +1,578.5% | -326.5% | +140.9% |
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