+115.6%
MSTR vs MKSI
+86.0%
+29.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.4% |
| 7D | +7.7% | +6.6% | +1.1% | +3.0% |
| 30D | +36.3% | -8.2% | +44.6% | +42.5% |
| 3M | +13.4% | -16.4% | +29.8% | +17.0% |
| 6M | -4.5% | +23.0% | -27.5% | -26.9% |
| YTD | -12.7% | +68.2% | -80.9% | -48.2% |
| 1Y | -59.6% | +148.6% | -208.2% | -82.8% |
| 3Y | +272.5% | +196.0% | +76.5% | +20.3% |
| All | +115.6% | +86.0% | +29.6% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling