+181.3%
MSTR vs KEY
+107.3%
+74.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.7% | -6.6% | -7.2% |
| 7D | -8.7% | -2.5% | -6.2% | -6.7% |
| 30D | -21.4% | +4.1% | -25.5% | -23.6% |
| 3M | +31.4% | -8.4% | +39.8% | +40.3% |
| 6M | -30.8% | -2.3% | -28.5% | -30.3% |
| YTD | -14.9% | +4.6% | -19.5% | -18.8% |
| 1Y | -49.3% | +24.6% | -73.9% | -58.1% |
| All | +181.3% | +107.3% | +74.0% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 3y: compounded portfolio wealth divided by compounded KEY 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…
3y analysis · Full analysis span regression · 6 months rolling