+49.9%
MSTR vs REPL
-35.6%
+85.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.0% | -8.3% | -0.7% |
| 7D | -1.2% | +22.8% | -24.0% | -2.3% |
| 30D | -15.9% | +63.8% | -79.7% | -18.3% |
| 3M | +33.1% | +68.1% | -35.0% | +28.7% |
| 6M | -31.0% | +528.5% | -559.5% | -42.3% |
| YTD | -15.1% | +122.4% | -137.6% | -26.8% |
| 1Y | -45.6% | +154.4% | -200.0% | -53.7% |
| 3Y | +180.5% | +68.0% | +112.5% | +84.5% |
| All | +49.9% | -35.6% | +85.5% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling