+481.0%
MSTR vs MDY
+165.3%
+315.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -13.4% | +2.3% | -15.7% | -16.3% |
| 30D | -22.1% | +2.0% | -24.1% | -23.9% |
| 3M | +15.0% | -5.6% | +20.6% | +26.0% |
| 6M | -37.3% | +1.3% | -38.6% | -37.9% |
| YTD | -26.5% | +12.3% | -38.9% | -36.0% |
| 1Y | -46.5% | +15.8% | -62.3% | -55.5% |
| 3Y | +121.1% | +56.5% | +64.6% | +34.9% |
| 5Y | +37.5% | +35.1% | +2.4% | +9.9% |
| All | +481.0% | +165.3% | +315.7% | +170.2% |
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