+560.3%
MSTR vs RUN
-31.9%
+592.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.3% |
| 7D | +12.2% | +1.3% | +10.9% | +11.7% |
| 30D | +45.2% | -15.3% | +60.4% | +50.3% |
| 3M | +10.4% | -40.0% | +50.4% | +23.0% |
| 6M | -2.5% | -27.0% | +24.5% | +3.2% |
| YTD | -6.0% | -51.7% | +45.7% | +7.2% |
| 1Y | -56.4% | -45.9% | -10.5% | -52.2% |
| 3Y | +306.3% | -43.8% | +350.1% | +236.9% |
| 5Y | +100.5% | -80.5% | +181.0% | +104.5% |
| 10Y | +741.1% | +45.3% | +695.8% | +520.5% |
| All | +560.3% | -31.9% | +592.3% | +411.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling