+736.9%
MSTR vs MA
+528.1%
+208.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.7% |
| 7D | +12.2% | -2.7% | +14.9% | +14.1% |
| 30D | +45.2% | +1.5% | +43.6% | +43.3% |
| 3M | +10.4% | +20.4% | -10.0% | -2.6% |
| 6M | -2.5% | +11.1% | -13.6% | -9.7% |
| YTD | -6.0% | +2.0% | -8.0% | -9.0% |
| 1Y | -56.4% | -2.2% | -54.3% | -56.8% |
| 3Y | +306.3% | +41.9% | +264.4% | +214.5% |
| 5Y | +100.5% | +75.4% | +25.1% | +43.8% |
| All | +736.9% | +528.1% | +208.8% | +189.2% |
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