+62.1%
MSTR vs MPWR
+117.3%
-55.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -10.3% | +1.0% | -3.0% |
| 7D | -8.7% | -5.6% | -3.1% | -5.8% |
| 30D | -21.4% | -23.2% | +1.8% | -8.0% |
| 3M | +31.4% | -15.8% | +47.2% | +44.1% |
| 6M | -30.8% | -28.5% | -2.3% | -19.4% |
| YTD | -14.9% | +25.5% | -40.4% | -33.2% |
| 1Y | -49.3% | +13.9% | -63.2% | -57.7% |
| 3Y | +184.8% | +134.6% | +50.3% | +13.1% |
| 5Y | +62.1% | +114.8% | -52.7% | -37.0% |
| All | +62.1% | +117.3% | -55.2% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling