+481.0%
MSTR vs MKTX
+12.8%
+468.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.5% |
| 7D | -13.4% | +0.2% | -13.7% | -13.5% |
| 30D | -22.1% | +0.9% | -23.0% | -22.3% |
| 3M | +15.0% | +2.6% | +12.4% | +14.0% |
| 6M | -37.3% | +20.4% | -57.7% | -41.9% |
| YTD | -26.5% | -7.1% | -19.5% | -26.0% |
| 1Y | -46.5% | -2.8% | -43.7% | -47.0% |
| 3Y | +121.1% | -21.7% | +142.8% | +126.9% |
| 5Y | +37.5% | -54.5% | +92.0% | +69.6% |
| All | +481.0% | +12.8% | +468.2% | +495.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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