+690.7%
MSTR vs MAR
+411.9%
+278.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -3.1% |
| 7D | +9.3% | -1.7% | +11.0% | +10.5% |
| 30D | +36.5% | -6.9% | +43.4% | +42.0% |
| 3M | +7.3% | -15.8% | +23.2% | +17.9% |
| 6M | +2.2% | +1.9% | +0.3% | +0.5% |
| YTD | -10.2% | +6.6% | -16.8% | -14.8% |
| 1Y | -58.6% | +23.7% | -82.3% | -64.3% |
| 3Y | +283.2% | +64.6% | +218.6% | +186.4% |
| 5Y | +113.8% | +156.4% | -42.6% | +39.1% |
| 10Y | +690.7% | +415.4% | +275.4% | +319.2% |
| All | +690.7% | +411.9% | +278.9% | +319.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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