+1,046.2%
MSTR vs MDY
+1,329.8%
-283.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.2% |
| 7D | -10.7% | 0.0% | -10.7% | -10.7% |
| 30D | -21.6% | +1.0% | -22.5% | -22.2% |
| 3M | +24.4% | -4.1% | +28.5% | +32.2% |
| 6M | -35.5% | +0.6% | -36.1% | -35.5% |
| YTD | -20.3% | +12.9% | -33.3% | -30.0% |
| 1Y | -49.3% | +14.6% | -63.9% | -56.4% |
| 3Y | +137.8% | +57.1% | +80.7% | +50.6% |
| 5Y | +48.3% | +37.1% | +11.2% | +28.0% |
| 10Y | +526.8% | +171.5% | +355.3% | +134.8% |
| All | +1,046.2% | +1,329.8% | -283.6% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling