+853.8%
MSTR vs MDB
+823.0%
+30.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.2% | -2.0% | -6.6% |
| 7D | -8.7% | -20.9% | +12.2% | -0.3% |
| 30D | -21.4% | -15.6% | -5.9% | -16.2% |
| 3M | +31.4% | -19.1% | +50.5% | +39.6% |
| 6M | -30.8% | +14.2% | -45.0% | -37.2% |
| YTD | -14.9% | -27.4% | +12.5% | -10.1% |
| 1Y | -49.3% | -13.0% | -36.3% | -50.3% |
| 3Y | +184.8% | -11.2% | +196.1% | +142.6% |
| 5Y | +62.1% | -45.2% | +107.3% | +49.3% |
| All | +853.8% | +823.0% | +30.8% | +404.4% |
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 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