-42.3%
MSTR vs MAS
+40.8%
-83.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.6% | -0.6% | +3.4% |
| 7D | -1.8% | +14.2% | -16.0% | -5.8% |
| 30D | -13.3% | +26.8% | -40.1% | -19.7% |
| 3M | +46.0% | +13.1% | +32.8% | +39.8% |
| 6M | -22.4% | +27.9% | -50.4% | -29.0% |
| YTD | -6.2% | +38.7% | -44.9% | -16.2% |
| 1Y | -42.3% | +40.4% | -82.7% | -48.2% |
| All | -42.3% | +40.8% | -83.1% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling