+926.6%
MSTR vs MRNA
+554.4%
+372.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.5% | +1.1% |
| 7D | -8.3% | -1.1% | -7.2% | -8.1% |
| 30D | +38.1% | +126.1% | -88.0% | +6.7% |
| 3M | +9.0% | +190.0% | -181.0% | -21.0% |
| 6M | -5.3% | +157.2% | -162.5% | -29.8% |
| YTD | -13.8% | +388.2% | -402.0% | -44.7% |
| 1Y | -59.8% | +467.0% | -526.9% | -75.3% |
| 3Y | +282.2% | +36.1% | +246.1% | +199.6% |
| 5Y | +112.8% | -68.0% | +180.7% | +92.3% |
| All | +926.6% | +554.4% | +372.2% | +736.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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