-60.6%
MSTR vs MKSI
+143.3%
-204.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.4% |
| 7D | -11.2% | +4.9% | -16.1% | -12.6% |
| 30D | +33.8% | -11.0% | +44.8% | +38.2% |
| 3M | +11.5% | -17.1% | +28.5% | +10.6% |
| 6M | -7.2% | +16.4% | -23.6% | -22.4% |
| YTD | -15.4% | +64.3% | -79.7% | -39.9% |
| 1Y | -60.6% | +137.7% | -198.4% | -78.4% |
| All | -60.6% | +143.3% | -204.0% | -78.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling