+62.1%
MSTR vs MP
-13.9%
+76.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.0% | -3.2% | -6.8% |
| 7D | -8.7% | -19.0% | +10.3% | -0.5% |
| 30D | -21.4% | -30.5% | +9.1% | -8.8% |
| 3M | +31.4% | -29.6% | +61.0% | +49.9% |
| 6M | -30.8% | -50.4% | +19.6% | -10.7% |
| YTD | -14.9% | -33.2% | +18.3% | -4.3% |
| 1Y | -49.3% | -38.6% | -10.7% | -41.8% |
| 3Y | +184.8% | +105.5% | +79.4% | +20.6% |
| 5Y | +62.1% | -7.8% | +70.0% | +17.2% |
| All | +62.1% | -13.9% | +76.1% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling