+180.5%
MSTR vs MDY
+50.6%
+130.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -1.6% |
| 7D | -1.2% | -1.7% | +0.4% | +2.6% |
| 30D | -15.9% | -0.9% | -15.0% | -13.6% |
| 3M | +33.1% | -5.7% | +38.9% | +52.2% |
| 6M | -31.0% | -2.9% | -28.1% | -26.0% |
| YTD | -15.1% | +9.8% | -25.0% | -28.0% |
| 1Y | -45.6% | +13.5% | -59.1% | -57.1% |
| 3Y | +180.5% | +51.9% | +128.6% | +79.3% |
| All | +180.5% | +50.6% | +130.0% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling