+659.5%
MSTR vs MRSH
+218.8%
+440.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -8.3% | -4.8% | -3.5% | -5.6% |
| 30D | +38.1% | -6.3% | +44.4% | +43.4% |
| 3M | +9.0% | +5.8% | +3.2% | +4.0% |
| 6M | -5.3% | +2.8% | -8.1% | -9.4% |
| YTD | -13.8% | -3.1% | -10.7% | -15.2% |
| 1Y | -59.8% | -11.3% | -48.6% | -58.2% |
| 3Y | +282.2% | -5.0% | +287.2% | +262.6% |
| 5Y | +112.8% | +19.2% | +93.6% | +76.2% |
| All | +659.5% | +218.8% | +440.6% | +319.3% |
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