+1,124.1%
MSTR vs M
+81.2%
+1,043.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.9% | -3.4% | -7.5% |
| 7D | -8.7% | -2.1% | -6.6% | -8.0% |
| 30D | -21.4% | +7.7% | -29.1% | -23.2% |
| 3M | +31.4% | -4.4% | +35.8% | +33.1% |
| 6M | -30.8% | +27.5% | -58.3% | -36.4% |
| YTD | -14.9% | +12.8% | -27.7% | -19.2% |
| 1Y | -49.3% | +20.7% | -70.0% | -53.1% |
| 3Y | +184.8% | +111.3% | +73.5% | +108.1% |
| 5Y | +62.1% | -6.3% | +68.4% | +51.0% |
| 10Y | +580.0% | +1.5% | +578.5% | +403.3% |
| All | +1,124.1% | +81.2% | +1,043.0% | +533.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling