+840.3%
MSTR vs MP
+291.5%
+548.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -3.7% |
| 7D | -13.4% | +9.5% | -22.9% | -16.5% |
| 30D | -22.1% | -3.0% | -19.1% | -21.4% |
| 3M | +15.0% | -30.4% | +45.3% | +29.9% |
| 6M | -37.3% | -39.2% | +1.9% | -27.0% |
| YTD | -26.5% | -23.3% | -3.3% | -22.4% |
| 1Y | -46.5% | -32.6% | -13.8% | -41.2% |
| 3Y | +121.1% | +159.3% | -38.2% | +7.6% |
| 5Y | +37.5% | -16.4% | +54.0% | +8.4% |
| All | +840.3% | +291.5% | +548.8% | +436.8% |
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