+142.3%
MSTR vs RF
+118.1%
+24.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -14.2% | -1.3% | -12.8% | -13.2% |
| 30D | -19.9% | +4.6% | -24.5% | -22.4% |
| 3M | +27.3% | -8.4% | +35.8% | +35.3% |
| 6M | -37.6% | +8.9% | -46.4% | -42.7% |
| YTD | -19.5% | +8.8% | -28.3% | -27.1% |
| 1Y | -47.1% | +18.9% | -66.0% | -55.7% |
| All | +142.3% | +118.1% | +24.2% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling