+851.1%
MSTR vs MDB
+848.0%
+3.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.3% |
| 7D | -1.2% | -11.4% | +10.2% | +3.3% |
| 30D | -15.9% | -13.8% | -2.1% | -11.0% |
| 3M | +33.1% | -15.5% | +48.6% | +39.1% |
| 6M | -31.0% | +17.9% | -48.9% | -38.1% |
| YTD | -15.1% | -25.5% | +10.3% | -11.3% |
| 1Y | -45.6% | -12.1% | -33.6% | -46.9% |
| 3Y | +180.5% | -5.9% | +186.4% | +133.5% |
| 5Y | +61.7% | -43.7% | +105.4% | +47.3% |
| All | +851.1% | +848.0% | +3.1% | +397.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling