+1,252.0%
MSTR vs MAR
+2,808.9%
-1,557.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +12.2% | -4.2% | +16.3% | +14.5% |
| 30D | +45.2% | -6.7% | +51.8% | +49.8% |
| 3M | +10.4% | -12.5% | +22.9% | +17.2% |
| 6M | -2.5% | +0.6% | -3.1% | -3.1% |
| YTD | -6.0% | +9.1% | -15.1% | -10.9% |
| 1Y | -56.4% | +26.2% | -82.6% | -61.7% |
| 3Y | +306.3% | +68.2% | +238.1% | +216.7% |
| 5Y | +100.5% | +163.9% | -63.4% | +35.4% |
| 10Y | +741.1% | +420.6% | +320.5% | +285.4% |
| All | +1,252.0% | +2,808.9% | -1,557.0% | +197.6% |
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