+62.1%
MSTR vs RF
+42.4%
+19.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.2% | -7.6% |
| 7D | -8.7% | -1.6% | -7.1% | -7.3% |
| 30D | -21.4% | +5.0% | -26.4% | -24.3% |
| 3M | +31.4% | -10.0% | +41.4% | +42.4% |
| 6M | -30.8% | +3.3% | -34.1% | -33.9% |
| YTD | -14.9% | +7.9% | -22.8% | -22.4% |
| 1Y | -49.3% | +21.2% | -70.5% | -58.2% |
| 3Y | +184.8% | +105.8% | +79.0% | +48.4% |
| 5Y | +62.1% | +43.7% | +18.4% | +8.5% |
| All | +62.1% | +42.4% | +19.7% | +8.5% |
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