+120.4%
MSTR vs MP
+58.1%
+62.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -2.0% |
| 7D | +12.2% | -2.9% | +15.0% | +13.3% |
| 30D | +45.2% | +13.8% | +31.3% | +36.7% |
| 3M | +10.4% | -16.7% | +27.1% | +17.2% |
| 6M | -2.5% | -11.5% | +9.0% | -1.4% |
| YTD | -6.0% | +7.9% | -14.0% | -12.7% |
| 1Y | -56.4% | -15.0% | -41.4% | -57.8% |
| 3Y | +306.3% | +153.5% | +152.8% | +74.1% |
| All | +120.4% | +58.1% | +62.3% | +36.0% |
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