+180.5%
MSTR vs RUN
-8.7%
+189.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -1.2% | +33.4% | -34.6% | -6.2% |
| 30D | -15.9% | +31.1% | -47.1% | -19.9% |
| 3M | +33.1% | +6.4% | +26.7% | +30.8% |
| 6M | -31.0% | -22.2% | -8.8% | -29.0% |
| YTD | -15.1% | -45.8% | +30.6% | -9.3% |
| 1Y | -45.6% | -51.1% | +5.5% | -41.4% |
| 3Y | +180.5% | -3.0% | +183.5% | +152.0% |
| All | +180.5% | -8.7% | +189.2% | +152.0% |
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