+1,120.6%
MSTR vs MTB
+759.6%
+361.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -1.2% | -1.3% | +0.1% | -0.6% |
| 30D | -15.9% | +0.5% | -16.5% | -16.0% |
| 3M | +33.1% | -12.4% | +45.5% | +40.5% |
| 6M | -31.0% | +1.5% | -32.5% | -31.7% |
| YTD | -15.1% | +10.3% | -25.4% | -18.9% |
| 1Y | -45.6% | +22.2% | -67.8% | -50.3% |
| 3Y | +180.5% | +96.9% | +83.6% | +114.7% |
| 5Y | +61.7% | +64.3% | -2.6% | +33.9% |
| 10Y | +578.0% | +137.8% | +440.2% | +347.3% |
| All | +1,120.6% | +759.6% | +361.1% | +339.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling