+181.3%
MSTR vs MP
+104.2%
+77.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.0% | -3.2% | -7.6% |
| 7D | -8.7% | -19.0% | +10.3% | -3.1% |
| 30D | -21.4% | -30.5% | +9.1% | -13.0% |
| 3M | +31.4% | -29.6% | +61.0% | +43.9% |
| 6M | -30.8% | -50.4% | +19.6% | -17.7% |
| YTD | -14.9% | -33.2% | +18.3% | -6.6% |
| 1Y | -49.3% | -38.6% | -10.7% | -43.6% |
| All | +181.3% | +104.2% | +77.1% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling