+554.5%
MSTR vs MS
+614.4%
-59.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -4.9% |
| 7D | -4.0% | +0.7% | -4.7% | -4.3% |
| 30D | -18.6% | -0.9% | -17.7% | -17.7% |
| 3M | +25.6% | -13.0% | +38.6% | +39.4% |
| 6M | -33.1% | -2.0% | -31.1% | -31.8% |
| YTD | -17.3% | +7.8% | -25.1% | -21.1% |
| 1Y | -48.1% | +17.9% | -65.9% | -53.5% |
| 3Y | +154.2% | +174.8% | -20.6% | +31.5% |
| 5Y | +46.2% | +119.9% | -73.6% | -10.5% |
| 10Y | +554.5% | +578.8% | -24.3% | +176.0% |
| All | +554.5% | +614.4% | -59.9% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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