+659.5%
MSTR vs MKSI
+524.1%
+135.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +0.8% |
| 7D | -8.3% | +2.7% | -11.0% | -9.5% |
| 30D | +38.1% | -12.8% | +50.9% | +46.9% |
| 3M | +9.0% | -22.5% | +31.5% | +17.6% |
| 6M | -5.3% | +19.4% | -24.7% | -19.8% |
| YTD | -13.8% | +67.7% | -81.5% | -39.9% |
| 1Y | -59.8% | +131.4% | -191.2% | -76.8% |
| 3Y | +282.2% | +197.3% | +84.9% | +85.0% |
| 5Y | +112.8% | +87.0% | +25.8% | +30.7% |
| All | +659.5% | +524.1% | +135.4% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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