+40.4%
MSTR vs MSI
+124.3%
-83.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.6% |
| 7D | -13.4% | +3.2% | -16.7% | -15.8% |
| 30D | -22.1% | +17.6% | -39.7% | -32.7% |
| 3M | +15.0% | +14.5% | +0.4% | +1.2% |
| 6M | -37.3% | +34.3% | -71.6% | -53.3% |
| YTD | -26.5% | +39.7% | -66.3% | -49.2% |
| 1Y | -46.5% | +40.2% | -86.6% | -63.3% |
| 3Y | +121.1% | +77.1% | +43.9% | -0.6% |
| All | +40.4% | +124.3% | -83.9% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling