+62.1%
MSTR vs MAS
+41.7%
+20.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.4% | -5.8% | -6.7% |
| 7D | -8.7% | +4.6% | -13.3% | -11.7% |
| 30D | -21.4% | +19.9% | -41.3% | -31.9% |
| 3M | +31.4% | +8.9% | +22.5% | +22.3% |
| 6M | -30.8% | +20.2% | -51.0% | -42.1% |
| YTD | -14.9% | +33.9% | -48.8% | -36.8% |
| 1Y | -49.3% | +34.7% | -84.0% | -62.9% |
| 3Y | +184.8% | +60.4% | +124.5% | +63.8% |
| 5Y | +62.1% | +43.5% | +18.7% | +7.3% |
| All | +62.1% | +41.7% | +20.4% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling