+794.9%
MSTR vs REPL
+45.5%
+749.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.6% | -8.2% | -3.9% |
| 7D | -10.7% | +12.7% | -23.5% | -11.5% |
| 30D | -21.6% | +73.5% | -95.0% | -24.6% |
| 3M | +24.4% | +70.3% | -45.9% | +19.3% |
| 6M | -35.5% | +472.0% | -507.5% | -47.4% |
| YTD | -20.3% | +139.5% | -159.8% | -33.9% |
| 1Y | -49.3% | +167.3% | -216.6% | -58.4% |
| 3Y | +137.8% | +109.5% | +28.2% | +49.3% |
| 5Y | +48.3% | -29.9% | +78.2% | +7.8% |
| All | +794.9% | +45.5% | +749.4% | +448.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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