+49.9%
MSTR vs KEY
+11.7%
+38.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -1.2% | -1.3% | +0.1% | -0.3% |
| 30D | -15.9% | +5.1% | -21.1% | -18.3% |
| 3M | +33.1% | -7.1% | +40.2% | +39.0% |
| 6M | -31.0% | -4.4% | -26.6% | -29.5% |
| YTD | -15.1% | +4.0% | -19.2% | -17.6% |
| 1Y | -45.6% | +23.4% | -69.1% | -52.5% |
| 3Y | +180.5% | +113.9% | +66.6% | +86.2% |
| All | +49.9% | +11.7% | +38.3% | +52.0% |
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