+113.8%
MSTR vs MO
+98.0%
+15.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.2% |
| 7D | +9.3% | -2.0% | +11.3% | +9.8% |
| 30D | +36.5% | -0.3% | +36.8% | +36.4% |
| 3M | +7.3% | -2.9% | +10.3% | +7.0% |
| 6M | +2.2% | +5.8% | -3.5% | -1.7% |
| YTD | -10.2% | +22.0% | -32.2% | -18.2% |
| 1Y | -58.6% | +10.7% | -69.3% | -61.1% |
| 3Y | +283.2% | +94.4% | +188.8% | +162.3% |
| 5Y | +113.8% | +97.2% | +16.6% | +54.3% |
| All | +113.8% | +98.0% | +15.7% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling