+570.4%
MSTR vs MA
+561.7%
+8.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -1.2% | +2.3% | -3.5% | -2.5% |
| 30D | -15.9% | +14.7% | -30.6% | -22.9% |
| 3M | +33.1% | +13.5% | +19.6% | +22.5% |
| 6M | -31.0% | +33.1% | -64.1% | -42.8% |
| YTD | -15.1% | +15.1% | -30.2% | -23.8% |
| 1Y | -45.6% | +18.7% | -64.4% | -52.4% |
| 3Y | +180.5% | +72.1% | +108.4% | +92.0% |
| 5Y | +61.7% | +92.8% | -31.1% | +8.9% |
| All | +570.4% | +561.7% | +8.7% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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