+983.2%
MSTR vs MSI
+1,180.5%
-197.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.1% |
| 7D | -11.5% | +2.6% | -14.1% | -12.6% |
| 30D | -24.8% | +18.1% | -42.9% | -30.6% |
| 3M | +20.6% | +13.2% | +7.4% | +13.4% |
| 6M | -38.0% | +36.3% | -74.2% | -47.0% |
| YTD | -24.7% | +39.5% | -64.2% | -36.8% |
| 1Y | -49.1% | +36.9% | -85.9% | -56.9% |
| 3Y | +124.7% | +76.1% | +48.6% | +67.8% |
| 5Y | +40.9% | +123.7% | -82.8% | -2.1% |
| 10Y | +481.5% | +664.3% | -182.8% | +128.7% |
| All | +983.2% | +1,180.5% | -197.4% | +97.0% |
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