+48.3%
MSTR vs RF
+45.3%
+3.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.0% |
| 7D | -10.7% | +0.3% | -11.1% | -10.9% |
| 30D | -21.6% | +6.2% | -27.7% | -25.2% |
| 3M | +24.4% | -7.8% | +32.2% | +32.2% |
| 6M | -35.5% | +5.9% | -41.4% | -39.6% |
| YTD | -20.3% | +9.0% | -29.4% | -27.9% |
| 1Y | -49.3% | +19.3% | -68.6% | -57.6% |
| 3Y | +137.8% | +116.4% | +21.3% | +19.1% |
| 5Y | +48.3% | +46.0% | +2.3% | -1.3% |
| All | +48.3% | +45.3% | +3.0% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling