+121.1%
MSTR vs RUN
-7.3%
+128.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.7% |
| 7D | -13.4% | -13.5% | +0.1% | -11.4% |
| 30D | -22.1% | +18.3% | -40.4% | -24.5% |
| 3M | +15.0% | -12.5% | +27.4% | +16.6% |
| 6M | -37.3% | -40.3% | +3.0% | -32.7% |
| YTD | -26.5% | -53.1% | +26.6% | -19.6% |
| 1Y | -46.5% | -54.3% | +7.8% | -41.3% |
| 3Y | +121.1% | -6.5% | +127.6% | +105.1% |
| All | +121.1% | -7.3% | +128.4% | +105.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling