+1,100.7%
MSTR vs MP
+262.7%
+838.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.1% | +10.2% | +7.0% |
| 7D | -1.8% | -12.5% | +10.7% | +3.0% |
| 30D | -13.3% | -23.3% | +10.0% | -4.5% |
| 3M | +46.0% | -24.4% | +70.3% | +59.9% |
| 6M | -22.4% | -45.8% | +23.3% | -5.7% |
| YTD | -6.2% | -28.9% | +22.7% | +2.2% |
| 1Y | -42.3% | -34.6% | -7.7% | -36.0% |
| 3Y | +214.0% | +118.7% | +95.3% | +64.0% |
| 5Y | +78.2% | -3.1% | +81.2% | +36.6% |
| All | +1,100.7% | +262.7% | +838.0% | +606.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling