+736.9%
MSTR vs M
-2.2%
+739.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.1% |
| 7D | +12.2% | +4.7% | +7.4% | +10.7% |
| 30D | +45.2% | -9.6% | +54.8% | +49.2% |
| 3M | +10.4% | +0.9% | +9.5% | +9.4% |
| 6M | -2.5% | +22.3% | -24.8% | -8.8% |
| YTD | -6.0% | +6.5% | -12.5% | -9.0% |
| 1Y | -56.4% | +38.8% | -95.2% | -61.0% |
| 3Y | +306.3% | +115.9% | +190.4% | +200.9% |
| 5Y | +100.5% | +28.6% | +71.9% | +73.6% |
| All | +736.9% | -2.2% | +739.1% | +542.6% |
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