+736.9%
MSTR vs MPWR
+1,606.4%
-869.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.9% |
| 7D | +12.2% | -2.6% | +14.7% | +13.8% |
| 30D | +45.2% | -9.0% | +54.2% | +52.6% |
| 3M | +10.4% | -25.8% | +36.2% | +26.9% |
| 6M | -2.5% | +11.8% | -14.2% | -12.9% |
| YTD | -6.0% | +35.5% | -41.5% | -25.7% |
| 1Y | -56.4% | +45.3% | -101.7% | -67.3% |
| 3Y | +306.3% | +138.5% | +167.8% | +100.4% |
| 5Y | +100.5% | +152.8% | -52.3% | -4.7% |
| All | +736.9% | +1,606.4% | -869.5% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 10y: compounded portfolio wealth divided by compounded MPWR 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…
10y analysis · Full analysis span regression · 6 months rolling