+526.8%
MSTR vs MSI
+670.3%
-143.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -10.7% | +7.4% | -18.1% | -14.9% |
| 30D | -21.6% | +18.7% | -40.3% | -30.0% |
| 3M | +24.4% | +14.5% | +9.9% | +13.4% |
| 6M | -35.5% | +38.1% | -73.6% | -48.6% |
| YTD | -20.3% | +38.7% | -59.0% | -37.6% |
| 1Y | -49.3% | +35.4% | -84.7% | -59.8% |
| 3Y | +137.8% | +75.1% | +62.7% | +53.7% |
| 5Y | +48.3% | +126.4% | -78.1% | -18.6% |
| 10Y | +526.8% | +671.4% | -144.6% | +106.2% |
| All | +526.8% | +670.3% | -143.5% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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