+180.5%
MSTR vs MPC
+160.2%
+20.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -1.2% | -16.2% | +15.0% | +3.9% |
| 30D | -15.9% | -15.7% | -0.2% | -12.3% |
| 3M | +33.1% | +24.9% | +8.2% | +18.5% |
| 6M | -31.0% | +52.7% | -83.6% | -44.0% |
| YTD | -15.1% | +131.9% | -147.0% | -45.4% |
| 1Y | -45.6% | +96.6% | -142.3% | -62.0% |
| 3Y | +180.5% | +163.8% | +16.7% | +87.6% |
| All | +180.5% | +160.2% | +20.3% | +87.6% |
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