+1,230.5%
MSTR vs MA
+17,925.8%
-16,695.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.5% | -6.8% | -8.1% |
| 7D | -8.7% | +3.2% | -11.9% | -10.0% |
| 30D | -21.4% | +15.9% | -37.4% | -26.8% |
| 3M | +31.4% | +15.2% | +16.3% | +22.5% |
| 6M | -30.8% | +32.4% | -63.2% | -39.8% |
| YTD | -14.9% | +15.6% | -30.5% | -21.7% |
| 1Y | -49.3% | +19.3% | -68.6% | -54.2% |
| 3Y | +184.8% | +73.0% | +111.9% | +115.5% |
| 5Y | +62.1% | +93.7% | -31.6% | +22.5% |
| 10Y | +580.0% | +575.0% | +5.0% | +194.3% |
| All | +1,230.5% | +17,925.8% | -16,695.3% | +102.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling