+855.7%
MSTR vs REPL
+25.1%
+830.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.1% | -9.1% |
| 7D | -8.7% | +15.1% | -23.8% | -9.6% |
| 30D | -21.4% | +51.1% | -72.5% | -23.8% |
| 3M | +31.4% | +69.2% | -37.8% | +26.0% |
| 6M | -30.8% | +597.6% | -628.4% | -45.0% |
| YTD | -14.9% | +106.0% | -120.9% | -28.6% |
| 1Y | -49.3% | +133.3% | -182.6% | -58.0% |
| 3Y | +184.8% | +41.0% | +143.8% | +88.7% |
| 5Y | +62.1% | -40.1% | +102.3% | +19.2% |
| All | +855.7% | +25.1% | +830.6% | +491.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling