+287.2%
MSTR vs MKSI
+191.6%
+95.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.3% |
| 7D | +7.7% | +6.6% | +1.1% | +4.2% |
| 30D | +36.3% | -8.2% | +44.6% | +41.1% |
| 3M | +13.4% | -16.4% | +29.8% | +16.3% |
| 6M | -4.5% | +23.0% | -27.5% | -22.5% |
| YTD | -12.7% | +68.2% | -80.9% | -41.8% |
| 1Y | -59.6% | +148.6% | -208.2% | -79.2% |
| All | +287.2% | +191.6% | +95.6% | +131.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling