+570.4%
MSTR vs RF
+279.4%
+291.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.2% | -0.9% | -0.3% | -0.7% |
| 30D | -15.9% | +6.0% | -22.0% | -18.3% |
| 3M | +33.1% | -8.9% | +42.0% | +39.4% |
| 6M | -31.0% | +2.3% | -33.3% | -32.4% |
| YTD | -15.1% | +7.6% | -22.7% | -19.3% |
| 1Y | -45.6% | +21.2% | -66.8% | -51.5% |
| 3Y | +180.5% | +108.5% | +72.0% | +94.4% |
| 5Y | +61.7% | +43.2% | +18.4% | +33.9% |
| All | +570.4% | +279.4% | +291.0% | +319.0% |
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