+736.9%
MSTR vs MS
+802.6%
-65.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | +12.2% | +1.4% | +10.8% | +11.3% |
| 30D | +45.2% | -0.3% | +45.4% | +45.5% |
| 3M | +10.4% | +0.3% | +10.1% | +10.6% |
| 6M | -2.5% | +31.3% | -33.8% | -19.5% |
| YTD | -6.0% | +24.7% | -30.7% | -19.4% |
| 1Y | -56.4% | +47.9% | -104.3% | -66.9% |
| 3Y | +306.3% | +178.3% | +127.9% | +106.0% |
| 5Y | +100.5% | +144.9% | -44.4% | +12.6% |
| All | +736.9% | +802.6% | -65.7% | +194.3% |
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