+989.2%
MSTR vs MP
+240.8%
+748.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.0% | -3.2% | -7.1% |
| 7D | -8.7% | -19.0% | +10.3% | -1.3% |
| 30D | -21.4% | -30.5% | +9.1% | -10.2% |
| 3M | +31.4% | -29.6% | +61.0% | +48.1% |
| 6M | -30.8% | -50.4% | +19.6% | -12.9% |
| YTD | -14.9% | -33.2% | +18.3% | -5.1% |
| 1Y | -49.3% | -38.6% | -10.7% | -42.3% |
| 3Y | +184.8% | +105.5% | +79.4% | +52.4% |
| 5Y | +62.1% | -7.8% | +70.0% | +26.9% |
| All | +989.2% | +240.8% | +748.4% | +556.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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