+46.2%
MSTR vs MO
+146.7%
-100.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -4.0% | -1.8% | -2.2% | -3.6% |
| 30D | -18.6% | +5.8% | -24.4% | -19.6% |
| 3M | +25.6% | +12.7% | +12.9% | +22.1% |
| 6M | -33.1% | +14.8% | -47.8% | -36.3% |
| YTD | -17.3% | +37.8% | -55.2% | -27.0% |
| 1Y | -48.1% | +39.5% | -87.6% | -54.4% |
| 3Y | +154.2% | +136.1% | +18.1% | +58.2% |
| 5Y | +46.2% | +148.5% | -102.3% | +11.3% |
| All | +46.2% | +146.7% | -100.5% | +11.3% |
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