+154.2%
MSTR vs REPL
+91.4%
+62.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -2.6% |
| 7D | -4.0% | +14.2% | -18.2% | -4.2% |
| 30D | -18.6% | +65.9% | -84.5% | -19.5% |
| 3M | +25.6% | +84.6% | -59.0% | +23.8% |
| 6M | -33.1% | +446.9% | -480.0% | -37.1% |
| YTD | -17.3% | +129.0% | -146.4% | -22.1% |
| 1Y | -48.1% | +167.9% | -216.0% | -51.3% |
| 3Y | +154.2% | +93.9% | +60.3% | +118.3% |
| All | +154.2% | +91.4% | +62.8% | +118.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling