+826.5%
MSTR vs MDB
+892.0%
-65.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -4.3% |
| 7D | -4.0% | -0.9% | -3.0% | -3.6% |
| 30D | -18.6% | -15.2% | -3.5% | -13.5% |
| 3M | +25.6% | -17.9% | +43.5% | +32.6% |
| 6M | -33.1% | +9.3% | -42.4% | -38.0% |
| YTD | -17.3% | -22.0% | +4.6% | -15.1% |
| 1Y | -48.1% | -9.3% | -38.8% | -50.0% |
| 3Y | +154.2% | -10.4% | +164.6% | +116.6% |
| 5Y | +46.2% | -43.2% | +89.4% | +32.1% |
| All | +826.5% | +892.0% | -65.6% | +376.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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