+495.5%
MSTR vs RUN
+66.4%
+429.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.1% | -0.4% | -5.0% |
| 7D | -11.5% | -13.7% | +2.2% | -8.2% |
| 30D | -24.8% | +9.4% | -34.2% | -27.0% |
| 3M | +20.6% | -13.4% | +34.1% | +23.6% |
| 6M | -38.0% | -39.6% | +1.6% | -31.2% |
| YTD | -24.7% | -53.7% | +29.0% | -13.3% |
| 1Y | -49.1% | -56.2% | +7.1% | -40.7% |
| 3Y | +124.7% | -9.7% | +134.4% | +57.6% |
| 5Y | +40.9% | -85.5% | +126.4% | +51.4% |
| All | +495.5% | +66.4% | +429.1% | +334.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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