+481.0%
MSTR vs MRSH
+261.5%
+219.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.5% | -3.0% |
| 7D | -13.4% | +1.4% | -14.9% | -14.2% |
| 30D | -22.1% | +16.5% | -38.5% | -29.0% |
| 3M | +15.0% | +10.8% | +4.2% | +7.6% |
| 6M | -37.3% | +32.1% | -69.4% | -48.2% |
| YTD | -26.5% | +14.5% | -41.0% | -34.8% |
| 1Y | -46.5% | +15.5% | -62.0% | -52.9% |
| 3Y | +121.1% | +9.3% | +111.7% | +92.9% |
| 5Y | +37.5% | +35.1% | +2.4% | +4.7% |
| All | +481.0% | +261.5% | +219.6% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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