+1,120.6%
MSTR vs MKC
+972.0%
+148.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.4% |
| 7D | -1.2% | +2.3% | -3.6% | -1.7% |
| 30D | -15.9% | +8.1% | -24.0% | -17.6% |
| 3M | +33.1% | -6.4% | +39.6% | +34.2% |
| 6M | -31.0% | +1.8% | -32.8% | -31.9% |
| YTD | -15.1% | -26.9% | +11.7% | -10.3% |
| 1Y | -45.6% | -21.7% | -23.9% | -43.7% |
| 3Y | +180.5% | -18.7% | +199.2% | +182.4% |
| 5Y | +61.7% | -32.8% | +94.5% | +70.5% |
| 10Y | +578.0% | +27.0% | +551.1% | +486.5% |
| All | +1,120.6% | +972.0% | +148.7% | +1,003.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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