+645.5%
MSTR vs MO
+114.1%
+531.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.5% |
| 7D | -11.2% | -1.0% | -10.2% | -11.0% |
| 30D | +33.8% | +5.8% | +28.0% | +31.4% |
| 3M | +11.5% | -4.5% | +16.0% | +11.9% |
| 6M | -7.2% | +5.7% | -12.9% | -10.3% |
| YTD | -15.4% | +23.1% | -38.5% | -22.5% |
| 1Y | -60.6% | +10.9% | -71.5% | -62.7% |
| 3Y | +260.8% | +96.1% | +164.7% | +171.8% |
| 5Y | +108.8% | +100.1% | +8.8% | +56.0% |
| All | +645.5% | +114.1% | +531.4% | +485.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling