+570.4%
MSTR vs MPWR
+1,560.2%
-989.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.5% | -3.2% |
| 7D | -1.2% | -1.7% | +0.5% | -0.6% |
| 30D | -15.9% | -16.5% | +0.6% | -7.7% |
| 3M | +33.1% | -12.3% | +45.4% | +41.4% |
| 6M | -31.0% | -27.7% | -3.2% | -21.1% |
| YTD | -15.1% | +32.0% | -47.2% | -32.6% |
| 1Y | -45.6% | +25.1% | -70.7% | -55.6% |
| 3Y | +180.5% | +146.5% | +34.0% | +35.2% |
| 5Y | +61.7% | +126.0% | -64.4% | -20.0% |
| All | +570.4% | +1,560.2% | -989.8% | +53.5% |
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