+1,252.0%
MSTR vs MO
+3,929.4%
-2,677.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | +12.2% | +0.3% | +11.8% | +12.0% |
| 30D | +45.2% | +0.6% | +44.5% | +44.7% |
| 3M | +10.4% | -1.0% | +11.4% | +9.7% |
| 6M | -2.5% | +4.3% | -6.8% | -4.8% |
| YTD | -6.0% | +23.3% | -29.3% | -12.4% |
| 1Y | -56.4% | +10.5% | -66.9% | -58.3% |
| 3Y | +306.3% | +96.3% | +210.0% | +228.2% |
| 5Y | +100.5% | +98.9% | +1.6% | +61.3% |
| 10Y | +741.1% | +103.6% | +637.5% | +557.3% |
| All | +1,252.0% | +3,929.4% | -2,677.5% | +471.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling