-47.1%
MSTR vs REPL
+147.5%
-194.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.5% | +1.1% |
| 7D | -14.2% | +5.3% | -19.4% | -14.2% |
| 30D | -19.9% | +66.6% | -86.5% | -20.2% |
| 3M | +27.3% | +59.6% | -32.2% | +26.7% |
| 6M | -37.6% | +482.4% | -519.9% | -40.6% |
| YTD | -19.5% | +124.1% | -143.6% | -27.1% |
| 1Y | -47.1% | +138.6% | -185.7% | -52.9% |
| All | -47.1% | +147.5% | -194.6% | -52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling