+1,249.5%
MSTR vs MS
+928.2%
+321.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.9% | +3.3% |
| 7D | -1.8% | +2.6% | -4.4% | -2.8% |
| 30D | -13.3% | +2.6% | -15.9% | -14.0% |
| 3M | +46.0% | -10.1% | +56.1% | +52.9% |
| 6M | -22.4% | +4.4% | -26.8% | -23.4% |
| YTD | -6.2% | +11.7% | -17.9% | -9.6% |
| 1Y | -42.3% | +20.9% | -63.2% | -46.1% |
| 3Y | +214.0% | +177.1% | +36.9% | +115.0% |
| 5Y | +78.2% | +127.7% | -49.6% | +37.4% |
| 10Y | +649.6% | +684.1% | -34.5% | +253.5% |
| All | +1,249.5% | +928.2% | +321.3% | +246.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling