+1,252.0%
MSTR vs MSI
+1,027.1%
+224.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | +12.2% | -3.7% | +15.9% | +14.0% |
| 30D | +45.2% | +6.8% | +38.3% | +40.0% |
| 3M | +10.4% | +14.3% | -3.9% | +2.9% |
| 6M | -2.5% | -1.6% | -0.9% | -3.4% |
| YTD | -6.0% | +22.8% | -28.8% | -16.1% |
| 1Y | -56.4% | -1.1% | -55.3% | -57.2% |
| 3Y | +306.3% | +70.5% | +235.8% | +208.3% |
| 5Y | +100.5% | +102.8% | -2.3% | +46.1% |
| 10Y | +741.1% | +597.4% | +143.7% | +245.7% |
| All | +1,252.0% | +1,027.1% | +224.9% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling