+40.4%
MSTR vs MTB
+61.4%
-21.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.9% |
| 7D | -13.4% | +1.5% | -15.0% | -14.4% |
| 30D | -22.1% | +2.3% | -24.4% | -23.2% |
| 3M | +15.0% | -12.1% | +27.1% | +26.0% |
| 6M | -37.3% | +9.8% | -47.1% | -42.3% |
| YTD | -26.5% | +12.0% | -38.5% | -33.8% |
| 1Y | -46.5% | +22.0% | -68.5% | -55.0% |
| 3Y | +121.1% | +107.6% | +13.5% | +27.0% |
| All | +40.4% | +61.4% | -21.0% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling