+669.5%
MSTR vs MO
+111.3%
+558.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | +7.7% | -2.4% | +10.1% | +8.4% |
| 30D | +36.3% | +3.6% | +32.8% | +34.7% |
| 3M | +13.4% | -3.7% | +17.1% | +13.5% |
| 6M | -4.5% | +4.5% | -9.0% | -7.5% |
| YTD | -12.7% | +21.5% | -34.2% | -19.7% |
| 1Y | -59.6% | +9.5% | -69.1% | -61.6% |
| 3Y | +272.5% | +93.6% | +178.9% | +181.5% |
| 5Y | +107.1% | +97.5% | +9.6% | +55.2% |
| All | +669.5% | +111.3% | +558.2% | +506.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling