+120.4%
MSTR vs MPC
+645.9%
-525.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +12.2% | +5.4% | +6.7% | +9.6% |
| 30D | +45.2% | +31.0% | +14.2% | +28.1% |
| 3M | +10.4% | +46.0% | -35.6% | -7.5% |
| 6M | -2.5% | +77.3% | -79.8% | -27.2% |
| YTD | -6.0% | +141.9% | -147.9% | -40.0% |
| 1Y | -56.4% | +120.9% | -177.3% | -71.1% |
| 3Y | +306.3% | +182.7% | +123.6% | +130.6% |
| All | +120.4% | +645.9% | -525.6% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling