+121.1%
MSTR vs MA
+70.7%
+50.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.8% | -3.1% |
| 7D | -13.4% | +1.3% | -14.7% | -14.0% |
| 30D | -22.1% | +9.6% | -31.7% | -25.3% |
| 3M | +15.0% | +16.8% | -1.8% | +6.6% |
| 6M | -37.3% | +35.2% | -72.5% | -46.1% |
| YTD | -26.5% | +16.6% | -43.1% | -32.1% |
| 1Y | -46.5% | +19.8% | -66.3% | -51.5% |
| 3Y | +121.1% | +70.7% | +50.4% | +118.8% |
| All | +121.1% | +70.7% | +50.4% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling