+62.1%
MSTR vs KEY
+12.4%
+49.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.7% | -6.6% | -7.6% |
| 7D | -8.7% | -2.5% | -6.2% | -7.1% |
| 30D | -21.4% | +4.1% | -25.5% | -23.1% |
| 3M | +31.4% | -8.4% | +39.8% | +38.4% |
| 6M | -30.8% | -2.3% | -28.5% | -30.3% |
| YTD | -14.9% | +4.6% | -19.5% | -17.6% |
| 1Y | -49.3% | +24.6% | -73.9% | -56.0% |
| 3Y | +184.8% | +112.8% | +72.1% | +89.5% |
| 5Y | +62.1% | +12.9% | +49.2% | +64.2% |
| All | +62.1% | +12.4% | +49.8% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling