+690.7%
MSTR vs RUN
+46.3%
+644.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.7% | -8.1% | -5.3% |
| 7D | +9.3% | +10.2% | -0.8% | +6.5% |
| 30D | +36.5% | -9.6% | +46.1% | +39.6% |
| 3M | +7.3% | -31.5% | +38.8% | +16.4% |
| 6M | +2.2% | -18.7% | +20.9% | +5.6% |
| YTD | -10.2% | -49.9% | +39.7% | +2.2% |
| 1Y | -58.6% | -45.5% | -13.1% | -54.5% |
| 3Y | +283.2% | -34.1% | +317.3% | +195.7% |
| 5Y | +113.8% | -79.4% | +193.2% | +114.5% |
| 10Y | +690.7% | +48.9% | +641.8% | +483.9% |
| All | +690.7% | +46.3% | +644.4% | +483.9% |
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