+828.3%
MSTR vs REPL
+39.1%
+789.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -2.8% |
| 7D | -4.0% | +14.2% | -18.2% | -4.8% |
| 30D | -18.6% | +65.9% | -84.5% | -21.6% |
| 3M | +25.6% | +84.6% | -59.0% | +19.7% |
| 6M | -33.1% | +446.9% | -480.0% | -45.3% |
| YTD | -17.3% | +129.0% | -146.4% | -31.2% |
| 1Y | -48.1% | +167.9% | -216.0% | -57.5% |
| 3Y | +154.2% | +93.9% | +60.3% | +61.1% |
| 5Y | +46.2% | -33.0% | +79.2% | +6.6% |
| All | +828.3% | +39.1% | +789.2% | +470.6% |
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