-30.8%
MSTR vs MPC
+48.4%
-79.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.4% | -10.1% |
| 7D | -8.7% | -12.8% | +4.1% | -11.5% |
| 30D | -21.4% | -12.7% | -8.7% | -24.0% |
| 3M | +31.4% | +27.1% | +4.4% | +28.2% |
| 6M | -30.8% | +45.8% | -76.6% | -32.2% |
| All | -30.8% | +48.4% | -79.2% | -32.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling