+181.3%
MSTR vs MPC
+163.4%
+17.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.4% | -8.1% |
| 7D | -8.7% | -12.8% | +4.1% | -5.2% |
| 30D | -21.4% | -12.7% | -8.7% | -19.0% |
| 3M | +31.4% | +27.1% | +4.4% | +16.3% |
| 6M | -30.8% | +45.8% | -76.6% | -42.7% |
| YTD | -14.9% | +134.7% | -149.6% | -45.4% |
| 1Y | -49.3% | +106.0% | -155.3% | -65.4% |
| All | +181.3% | +163.4% | +17.9% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling