+736.9%
MSTR vs MPC
+1,131.7%
-394.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +12.2% | +5.4% | +6.7% | +10.3% |
| 30D | +45.2% | +31.0% | +14.2% | +33.1% |
| 3M | +10.4% | +46.0% | -35.6% | -2.3% |
| 6M | -2.5% | +77.3% | -79.8% | -19.9% |
| YTD | -6.0% | +141.9% | -147.9% | -30.0% |
| 1Y | -56.4% | +120.9% | -177.3% | -66.7% |
| 3Y | +306.3% | +182.7% | +123.6% | +184.9% |
| 5Y | +100.5% | +646.4% | -545.9% | +7.9% |
| All | +736.9% | +1,131.7% | -394.8% | +278.9% |
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