+570.4%
MSTR vs M
-4.2%
+574.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +1.0% |
| 7D | -1.2% | -4.3% | +3.1% | +0.1% |
| 30D | -15.9% | +1.3% | -17.2% | -16.2% |
| 3M | +33.1% | -7.4% | +40.5% | +35.9% |
| 6M | -31.0% | +18.3% | -49.3% | -34.8% |
| YTD | -15.1% | +7.6% | -22.7% | -18.1% |
| 1Y | -45.6% | +17.4% | -63.0% | -49.1% |
| 3Y | +180.5% | +108.4% | +72.2% | +110.0% |
| 5Y | +61.7% | -10.6% | +72.3% | +48.3% |
| All | +570.4% | -4.2% | +574.6% | +415.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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