+210.1%
MSTR vs MAS
+67.0%
+143.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.6% | -0.6% | +2.2% |
| 7D | -1.8% | +14.2% | -16.0% | -8.6% |
| 30D | -13.3% | +26.8% | -40.1% | -23.9% |
| 3M | +46.0% | +13.1% | +32.8% | +36.1% |
| 6M | -22.4% | +27.9% | -50.4% | -33.7% |
| YTD | -6.2% | +38.7% | -44.9% | -25.3% |
| 1Y | -42.3% | +40.4% | -82.7% | -54.6% |
| All | +210.1% | +67.0% | +143.1% | +180.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling