+120.4%
MSTR vs MTB
+101.8%
+18.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +12.2% | +1.7% | +10.4% | +10.9% |
| 30D | +45.2% | -4.2% | +49.4% | +49.1% |
| 3M | +10.4% | +8.9% | +1.5% | +2.5% |
| 6M | -2.5% | +10.9% | -13.4% | -10.9% |
| YTD | -6.0% | +21.5% | -27.5% | -20.1% |
| 1Y | -56.4% | +21.9% | -78.3% | -63.3% |
| 3Y | +306.3% | +109.2% | +197.0% | +131.6% |
| All | +120.4% | +101.8% | +18.5% | +39.0% |
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