-42.3%
MSTR vs MPC
+122.9%
-165.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -8.1% | +13.2% | +4.6% |
| 7D | -1.8% | -10.9% | +9.1% | -2.4% |
| 30D | -13.3% | -9.4% | -3.9% | -14.1% |
| 3M | +46.0% | +26.0% | +20.0% | +40.4% |
| 6M | -22.4% | +56.5% | -79.0% | -27.8% |
| YTD | -6.2% | +144.3% | -150.5% | -25.0% |
| 1Y | -42.3% | +117.2% | -159.5% | -54.7% |
| All | -42.3% | +122.9% | -165.2% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling