+308.9%
MSTR vs MPC
+181.4%
+127.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +12.2% | +5.4% | +6.7% | +10.0% |
| 30D | +45.2% | +31.0% | +14.2% | +30.2% |
| 3M | +10.4% | +46.0% | -35.6% | -5.5% |
| 6M | -2.5% | +77.3% | -79.8% | -25.1% |
| YTD | -6.0% | +141.9% | -147.9% | -38.3% |
| 1Y | -56.4% | +120.9% | -177.3% | -70.3% |
| All | +308.9% | +181.4% | +127.5% | +165.9% |
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 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