+690.7%
MSTR vs MTB
+173.2%
+517.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.1% |
| 7D | +9.3% | +2.8% | +6.6% | +8.1% |
| 30D | +36.5% | -4.2% | +40.7% | +38.8% |
| 3M | +7.3% | +7.8% | -0.5% | +3.0% |
| 6M | +2.2% | +14.8% | -12.6% | -4.8% |
| YTD | -10.2% | +20.8% | -30.9% | -18.3% |
| 1Y | -58.6% | +23.1% | -81.7% | -62.8% |
| 3Y | +283.2% | +114.8% | +168.4% | +175.3% |
| 5Y | +113.8% | +103.3% | +10.5% | +63.1% |
| 10Y | +690.7% | +173.0% | +517.8% | +422.1% |
| All | +690.7% | +173.2% | +517.6% | +422.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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