+46.2%
MSTR vs MA
+93.0%
-46.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -3.1% |
| 7D | -4.0% | -0.3% | -3.6% | -3.5% |
| 30D | -18.6% | +11.3% | -29.9% | -27.3% |
| 3M | +25.6% | +16.7% | +8.9% | +6.3% |
| 6M | -33.1% | +32.8% | -65.8% | -51.1% |
| YTD | -17.3% | +15.6% | -33.0% | -31.5% |
| 1Y | -48.1% | +19.6% | -67.7% | -59.0% |
| 3Y | +154.2% | +72.1% | +82.1% | +15.9% |
| 5Y | +46.2% | +96.0% | -49.8% | -39.5% |
| All | +46.2% | +93.0% | -46.8% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling