+84.1%
MSTR vs S
-48.3%
+132.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.3% |
| 7D | -14.2% | +1.2% | -15.4% | -14.9% |
| 30D | -19.9% | -7.3% | -12.5% | -17.2% |
| 3M | +27.3% | +5.9% | +21.5% | +21.1% |
| 6M | -37.6% | +45.6% | -83.2% | -50.6% |
| YTD | -19.5% | +58.5% | -78.0% | -39.9% |
| 1Y | -47.1% | +37.6% | -84.7% | -57.7% |
| 3Y | +140.3% | +51.7% | +88.6% | +75.4% |
| 5Y | +49.5% | -67.5% | +117.0% | +78.5% |
| All | +84.1% | -48.3% | +132.4% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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