+536.9%
MSTR vs M
-6.5%
+543.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -14.2% | -3.3% | -10.9% | -13.4% |
| 30D | -19.9% | +8.1% | -28.0% | -21.7% |
| 3M | +27.3% | +2.2% | +25.1% | +26.2% |
| 6M | -37.6% | +35.1% | -72.7% | -43.3% |
| YTD | -19.5% | +15.8% | -35.3% | -24.0% |
| 1Y | -47.1% | +25.8% | -73.0% | -51.5% |
| 3Y | +140.3% | +156.2% | -15.9% | +69.6% |
| 5Y | +49.5% | -2.4% | +51.9% | +33.8% |
| All | +536.9% | -6.5% | +543.4% | +388.8% |
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