+49.5%
MSTR vs MDB
-39.7%
+89.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.8% | +0.3% |
| 7D | -14.2% | +3.0% | -17.1% | -15.3% |
| 30D | -19.9% | -11.3% | -8.5% | -15.6% |
| 3M | +27.3% | -23.0% | +50.3% | +39.4% |
| 6M | -37.6% | +14.8% | -52.3% | -44.4% |
| YTD | -19.5% | -19.4% | 0.0% | -18.5% |
| 1Y | -47.1% | -9.0% | -38.1% | -49.8% |
| 3Y | +140.3% | -10.3% | +150.6% | +94.8% |
| 5Y | +49.5% | -38.4% | +87.9% | +25.5% |
| All | +49.5% | -39.7% | +89.2% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling