+1,252.0%
MSTR vs KEY
+66.2%
+1,185.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +12.2% | +2.2% | +10.0% | +11.5% |
| 30D | +45.2% | -3.0% | +48.2% | +46.3% |
| 3M | +10.4% | +3.3% | +7.0% | +9.0% |
| 6M | -2.5% | +9.2% | -11.7% | -5.2% |
| YTD | -6.0% | +10.6% | -16.7% | -8.9% |
| 1Y | -56.4% | +20.4% | -76.8% | -58.8% |
| 3Y | +306.3% | +121.8% | +184.4% | +226.4% |
| 5Y | +100.5% | +41.1% | +59.4% | +80.0% |
| 10Y | +741.1% | +168.5% | +572.6% | +504.7% |
| All | +1,252.0% | +66.2% | +1,185.8% | +590.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling