+736.9%
MSTR vs MAS
+137.9%
+599.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.4% |
| 7D | +12.2% | -0.8% | +12.9% | +12.7% |
| 30D | +45.2% | -5.6% | +50.7% | +49.8% |
| 3M | +10.4% | +4.4% | +5.9% | +5.7% |
| 6M | -2.5% | +7.2% | -9.7% | -8.1% |
| YTD | -6.0% | +16.1% | -22.1% | -16.7% |
| 1Y | -56.4% | +0.1% | -56.5% | -58.0% |
| 3Y | +306.3% | +28.3% | +278.0% | +234.1% |
| 5Y | +100.5% | +30.5% | +70.0% | +64.4% |
| All | +736.9% | +137.9% | +599.0% | +446.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling