+526.8%
MSTR vs MPC
+1,105.8%
-579.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -10.7% | -8.8% | -1.9% | -8.5% |
| 30D | -21.6% | -14.4% | -7.2% | -18.5% |
| 3M | +24.4% | +21.9% | +2.4% | +15.3% |
| 6M | -35.5% | +60.1% | -95.6% | -45.4% |
| YTD | -20.3% | +142.3% | -162.6% | -41.5% |
| 1Y | -49.3% | +101.7% | -151.0% | -60.6% |
| 3Y | +137.8% | +184.8% | -47.0% | +64.5% |
| 5Y | +48.3% | +564.6% | -516.3% | -19.1% |
| 10Y | +526.8% | +1,098.3% | -571.5% | +189.8% |
| All | +526.8% | +1,105.8% | -579.0% | +189.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling