+659.5%
MSTR vs KR
+129.5%
+529.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.8% |
| 7D | -8.3% | -0.2% | -8.1% | -8.3% |
| 30D | +38.1% | +5.1% | +33.1% | +38.0% |
| 3M | +9.0% | -8.2% | +17.2% | +9.1% |
| 6M | -5.3% | -18.0% | +12.7% | -5.0% |
| YTD | -13.8% | -4.8% | -9.0% | -14.0% |
| 1Y | -59.8% | -11.0% | -48.8% | -59.8% |
| 3Y | +282.2% | +37.7% | +244.5% | +267.4% |
| 5Y | +112.8% | +52.8% | +60.0% | +104.5% |
| All | +659.5% | +129.5% | +529.9% | +608.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 10y: compounded portfolio wealth divided by compounded KR 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…
10y analysis · Full analysis span regression · 6 months rolling