+649.6%
MSTR vs MAS
+241.3%
+408.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.6% | -0.6% | +1.9% |
| 7D | -1.8% | +14.2% | -16.0% | -9.3% |
| 30D | -13.3% | +26.8% | -40.1% | -24.8% |
| 3M | +46.0% | +13.1% | +32.8% | +35.2% |
| 6M | -22.4% | +27.9% | -50.4% | -34.4% |
| YTD | -6.2% | +38.7% | -44.9% | -25.4% |
| 1Y | -42.3% | +40.4% | -82.7% | -54.7% |
| 3Y | +214.0% | +66.1% | +147.9% | +121.0% |
| 5Y | +78.2% | +47.4% | +30.8% | +33.4% |
| 10Y | +649.6% | +238.3% | +411.2% | +324.7% |
| All | +649.6% | +241.3% | +408.3% | +324.7% |
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