+1,120.6%
MSTR vs MAR
+3,500.1%
-2,379.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.2% | +4.3% | -5.5% | -3.1% |
| 30D | -15.9% | +16.8% | -32.8% | -21.8% |
| 3M | +33.1% | +16.0% | +17.1% | +24.2% |
| 6M | -31.0% | +16.5% | -47.4% | -36.0% |
| YTD | -15.1% | +35.0% | -50.2% | -27.1% |
| 1Y | -45.6% | +49.4% | -95.0% | -55.8% |
| 3Y | +180.5% | +124.1% | +56.4% | +91.5% |
| 5Y | +61.7% | +159.2% | -97.5% | +8.7% |
| 10Y | +578.0% | +553.9% | +24.1% | +179.9% |
| All | +1,120.6% | +3,500.1% | -2,379.5% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling