+49.9%
MSTR vs MAR
+155.0%
-105.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | -1.2% | +4.3% | -5.5% | -5.3% |
| 30D | -15.9% | +16.8% | -32.8% | -28.1% |
| 3M | +33.1% | +16.0% | +17.1% | +14.5% |
| 6M | -31.0% | +16.5% | -47.4% | -41.8% |
| YTD | -15.1% | +35.0% | -50.2% | -40.5% |
| 1Y | -45.6% | +49.4% | -95.0% | -66.6% |
| 3Y | +180.5% | +124.1% | +56.4% | +2.8% |
| All | +49.9% | +155.0% | -105.1% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling