+108.8%
MSTR vs MKTX
-60.6%
+169.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -11.2% | -0.2% | -11.1% | -11.2% |
| 30D | +33.8% | +0.8% | +33.0% | +33.3% |
| 3M | +11.5% | +41.1% | -29.7% | -6.4% |
| 6M | -7.2% | -9.5% | +2.4% | -3.6% |
| YTD | -15.4% | -8.7% | -6.7% | -13.1% |
| 1Y | -60.6% | -10.0% | -50.7% | -59.6% |
| 3Y | +260.8% | -24.6% | +285.5% | +268.9% |
| 5Y | +108.8% | -60.3% | +169.1% | +195.7% |
| All | +108.8% | -60.6% | +169.4% | +195.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling