+554.5%
MSTR vs MA
+562.8%
-8.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.9% |
| 7D | -4.0% | -0.3% | -3.6% | -3.6% |
| 30D | -18.6% | +11.3% | -29.9% | -24.0% |
| 3M | +25.6% | +16.7% | +8.9% | +13.7% |
| 6M | -33.1% | +32.8% | -65.8% | -44.4% |
| YTD | -17.3% | +15.6% | -33.0% | -26.0% |
| 1Y | -48.1% | +19.6% | -67.7% | -54.7% |
| 3Y | +154.2% | +72.1% | +82.1% | +74.0% |
| 5Y | +46.2% | +96.0% | -49.8% | -2.2% |
| 10Y | +554.5% | +554.8% | -0.2% | +143.0% |
| All | +554.5% | +562.8% | -8.2% | +143.0% |
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