+956.8%
MSTR vs KR
+819.5%
+137.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.9% | -2.6% |
| 7D | -13.4% | +4.6% | -18.0% | -14.0% |
| 30D | -22.1% | +12.2% | -34.3% | -23.4% |
| 3M | +15.0% | +24.6% | -9.6% | +11.1% |
| 6M | -37.3% | +8.2% | -45.5% | -38.3% |
| YTD | -26.5% | +15.3% | -41.8% | -28.7% |
| 1Y | -46.5% | +9.8% | -56.2% | -47.7% |
| 3Y | +121.1% | +71.4% | +49.7% | +97.4% |
| 5Y | +37.5% | +85.1% | -47.5% | +19.9% |
| 10Y | +467.3% | +159.4% | +307.9% | +344.1% |
| All | +956.8% | +819.5% | +137.3% | +596.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling