+181.3%
MSTR vs M
+110.5%
+70.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.9% | -3.4% | -7.8% |
| 7D | -8.7% | -2.1% | -6.6% | -8.1% |
| 30D | -21.4% | +7.7% | -29.1% | -22.8% |
| 3M | +31.4% | -4.4% | +35.8% | +32.8% |
| 6M | -30.8% | +27.5% | -58.3% | -35.5% |
| YTD | -14.9% | +12.8% | -27.7% | -18.5% |
| 1Y | -49.3% | +20.7% | -70.0% | -52.5% |
| All | +181.3% | +110.5% | +70.8% | +137.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling