+308.9%
MSTR vs MS
+178.0%
+130.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.7% |
| 7D | +12.2% | +1.4% | +10.8% | +11.0% |
| 30D | +45.2% | -0.3% | +45.4% | +45.5% |
| 3M | +10.4% | +0.3% | +10.1% | +10.3% |
| 6M | -2.5% | +31.3% | -33.8% | -25.3% |
| YTD | -6.0% | +24.7% | -30.7% | -24.5% |
| 1Y | -56.4% | +47.9% | -104.3% | -70.5% |
| All | +308.9% | +178.0% | +130.8% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling