+677.4%
MSTR vs MDY
+170.4%
+506.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -1.3% |
| 7D | +7.7% | -0.8% | +8.5% | +9.1% |
| 30D | +36.3% | -3.9% | +40.2% | +44.4% |
| 3M | +13.4% | 0.0% | +13.4% | +13.6% |
| 6M | -4.5% | +8.5% | -13.0% | -14.4% |
| YTD | -12.7% | +13.2% | -25.9% | -25.3% |
| 1Y | -59.6% | +15.0% | -74.6% | -66.0% |
| 3Y | +272.5% | +49.6% | +222.9% | +139.1% |
| 5Y | +107.1% | +46.0% | +61.1% | +54.3% |
| 10Y | +677.4% | +176.4% | +501.0% | +267.3% |
| All | +677.4% | +170.4% | +506.9% | +267.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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