+1,249.5%
MSTR vs RF
+130.8%
+1,118.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.6% | +4.7% |
| 7D | -1.8% | +2.3% | -4.1% | -2.4% |
| 30D | -13.3% | +7.2% | -20.6% | -14.9% |
| 3M | +46.0% | -8.2% | +54.2% | +49.3% |
| 6M | -22.4% | +7.0% | -29.5% | -24.2% |
| YTD | -6.2% | +10.3% | -16.5% | -9.1% |
| 1Y | -42.3% | +25.1% | -67.4% | -46.0% |
| 3Y | +214.0% | +110.3% | +103.7% | +159.2% |
| 5Y | +78.2% | +47.1% | +31.1% | +62.9% |
| 10Y | +649.6% | +297.9% | +351.6% | +425.3% |
| All | +1,249.5% | +130.8% | +1,118.7% | +771.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling