+1,252.0%
MSTR vs KR
+660.9%
+591.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +12.2% | +1.5% | +10.7% | +11.9% |
| 30D | +45.2% | +4.1% | +41.1% | +44.3% |
| 3M | +10.4% | -5.2% | +15.6% | +10.9% |
| 6M | -2.5% | -12.8% | +10.3% | -1.2% |
| YTD | -6.0% | -4.6% | -1.4% | -6.1% |
| 1Y | -56.4% | -11.7% | -44.7% | -56.1% |
| 3Y | +306.3% | +36.3% | +270.0% | +275.8% |
| 5Y | +100.5% | +40.0% | +60.5% | +82.6% |
| 10Y | +741.1% | +122.2% | +618.9% | +571.9% |
| All | +1,252.0% | +660.9% | +591.0% | +817.1% |
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