+46.2%
MSTR vs KEY
+16.6%
+29.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -4.2% |
| 7D | -4.0% | -0.4% | -3.6% | -3.7% |
| 30D | -18.6% | +7.2% | -25.8% | -21.9% |
| 3M | +25.6% | -4.9% | +30.5% | +29.2% |
| 6M | -33.1% | +1.1% | -34.1% | -34.0% |
| YTD | -17.3% | +6.8% | -24.2% | -21.1% |
| 1Y | -48.1% | +23.3% | -71.4% | -54.7% |
| 3Y | +154.2% | +126.1% | +28.1% | +63.8% |
| 5Y | +46.2% | +15.2% | +31.0% | +45.6% |
| All | +46.2% | +16.6% | +29.6% | +45.6% |
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