+283.2%
MSTR vs MTB
+118.5%
+164.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.0% |
| 7D | +9.3% | +2.8% | +6.6% | +7.6% |
| 30D | +36.5% | -4.2% | +40.7% | +39.9% |
| 3M | +7.3% | +7.8% | -0.5% | +0.5% |
| 6M | +2.2% | +14.8% | -12.6% | -9.0% |
| YTD | -10.2% | +20.8% | -30.9% | -23.2% |
| 1Y | -58.6% | +23.1% | -81.7% | -65.3% |
| 3Y | +283.2% | +114.8% | +168.4% | +158.0% |
| All | +283.2% | +118.5% | +164.6% | +158.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling