+572.4%
MSTR vs MAS
+219.8%
+352.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.4% | -5.8% | -7.3% |
| 7D | -8.7% | +4.6% | -13.3% | -11.0% |
| 30D | -21.4% | +19.9% | -41.3% | -29.5% |
| 3M | +31.4% | +8.9% | +22.5% | +24.6% |
| 6M | -30.8% | +20.2% | -51.0% | -39.2% |
| YTD | -14.9% | +33.9% | -48.8% | -30.9% |
| 1Y | -49.3% | +34.7% | -84.0% | -59.2% |
| 3Y | +184.8% | +60.4% | +124.5% | +104.9% |
| 5Y | +62.1% | +43.5% | +18.7% | +23.7% |
| All | +572.4% | +219.8% | +352.5% | +291.5% |
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