+554.5%
MSTR vs RF
+277.2%
+277.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.7% |
| 7D | -4.0% | -0.1% | -3.8% | -3.8% |
| 30D | -18.6% | +7.0% | -25.7% | -21.4% |
| 3M | +25.6% | -7.0% | +32.6% | +30.1% |
| 6M | -33.1% | +6.8% | -39.8% | -35.9% |
| YTD | -17.3% | +9.9% | -27.3% | -22.3% |
| 1Y | -48.1% | +21.1% | -69.2% | -53.7% |
| 3Y | +154.2% | +119.6% | +34.6% | +71.7% |
| 5Y | +46.2% | +46.2% | 0.0% | +19.7% |
| 10Y | +554.5% | +261.5% | +293.0% | +311.1% |
| All | +554.5% | +277.2% | +277.3% | +311.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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