+554.5%
MSTR vs MTB
+136.2%
+418.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -3.6% |
| 7D | -4.0% | -0.8% | -3.2% | -3.6% |
| 30D | -18.6% | +2.4% | -21.0% | -19.4% |
| 3M | +25.6% | -10.5% | +36.1% | +31.9% |
| 6M | -33.1% | +6.4% | -39.5% | -35.4% |
| YTD | -17.3% | +12.8% | -30.2% | -22.4% |
| 1Y | -48.1% | +23.3% | -71.4% | -53.3% |
| 3Y | +154.2% | +108.2% | +45.9% | +86.4% |
| 5Y | +46.2% | +68.6% | -22.4% | +18.9% |
| 10Y | +554.5% | +125.3% | +429.3% | +405.9% |
| All | +554.5% | +136.2% | +418.3% | +405.9% |
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