+554.5%
MSTR vs M
+3.7%
+550.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.1% | -10.7% | -4.9% |
| 7D | -4.0% | +2.5% | -6.5% | -4.7% |
| 30D | -18.6% | +10.1% | -28.7% | -20.9% |
| 3M | +25.6% | -0.9% | +26.5% | +25.5% |
| 6M | -33.1% | +30.2% | -63.2% | -38.6% |
| YTD | -17.3% | +16.3% | -33.6% | -22.1% |
| 1Y | -48.1% | +27.0% | -75.1% | -52.5% |
| 3Y | +154.2% | +154.5% | -0.3% | +79.8% |
| 5Y | +46.2% | -1.1% | +47.3% | +30.6% |
| 10Y | +554.5% | +0.5% | +554.0% | +394.5% |
| All | +554.5% | +3.7% | +550.8% | +394.5% |
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