+62.1%
MSTR vs MPC
+551.6%
-489.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.4% | -7.8% |
| 7D | -8.7% | -12.8% | +4.1% | -4.3% |
| 30D | -21.4% | -12.7% | -8.7% | -18.2% |
| 3M | +31.4% | +27.1% | +4.4% | +15.2% |
| 6M | -30.8% | +45.8% | -76.6% | -43.6% |
| YTD | -14.9% | +134.7% | -149.6% | -46.0% |
| 1Y | -49.3% | +106.0% | -155.3% | -65.8% |
| 3Y | +184.8% | +165.5% | +19.3% | +63.9% |
| 5Y | +62.1% | +540.9% | -478.8% | -46.0% |
| All | +62.1% | +551.6% | -489.5% | -46.0% |
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