+536.9%
MSTR vs MTB
+114.2%
+422.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | -14.2% | -2.0% | -12.2% | -13.3% |
| 30D | -19.9% | +0.1% | -20.0% | -19.8% |
| 3M | +27.3% | -12.1% | +39.4% | +34.9% |
| 6M | -37.6% | +7.3% | -44.9% | -39.9% |
| YTD | -19.5% | +11.5% | -31.0% | -24.0% |
| 1Y | -47.1% | +21.3% | -68.4% | -52.1% |
| 3Y | +140.3% | +104.1% | +36.2% | +77.6% |
| 5Y | +49.5% | +61.8% | -12.3% | +23.2% |
| All | +536.9% | +114.2% | +422.7% | +383.7% |
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