+495.5%
MSTR vs MA
+558.8%
-63.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -5.7% |
| 7D | -11.5% | -0.5% | -11.0% | -11.2% |
| 30D | -24.8% | +7.9% | -32.7% | -28.3% |
| 3M | +20.6% | +16.8% | +3.9% | +9.2% |
| 6M | -38.0% | +31.0% | -68.9% | -48.0% |
| YTD | -24.7% | +15.0% | -39.8% | -32.4% |
| 1Y | -49.1% | +17.0% | -66.1% | -54.9% |
| 3Y | +124.7% | +68.5% | +56.2% | +55.9% |
| 5Y | +40.9% | +85.0% | -44.0% | -3.4% |
| All | +495.5% | +558.8% | -63.3% | +118.5% |
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