+481.0%
MSTR vs MPC
+1,171.2%
-690.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.9% | -2.6% |
| 7D | -13.4% | +11.2% | -24.7% | -16.2% |
| 30D | -22.1% | -14.5% | -7.6% | -19.0% |
| 3M | +15.0% | +16.7% | -1.7% | +8.2% |
| 6M | -37.3% | +67.6% | -104.9% | -47.7% |
| YTD | -26.5% | +157.9% | -184.5% | -47.0% |
| 1Y | -46.5% | +116.7% | -163.1% | -59.3% |
| 3Y | +121.1% | +199.8% | -78.7% | +50.6% |
| 5Y | +37.5% | +604.4% | -566.9% | -26.3% |
| All | +481.0% | +1,171.2% | -690.2% | +164.4% |
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