+68.0%
MSTR vs S
-51.7%
+119.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | -13.4% | +2.0% | -15.4% | -14.5% |
| 30D | -22.1% | -2.7% | -19.4% | -21.3% |
| 3M | +15.0% | -6.9% | +21.8% | +16.9% |
| 6M | -37.3% | +38.1% | -75.4% | -49.1% |
| YTD | -26.5% | +48.0% | -74.5% | -43.2% |
| 1Y | -46.5% | +34.5% | -80.9% | -56.7% |
| 3Y | +121.1% | +38.3% | +82.8% | +69.2% |
| 5Y | +37.5% | -70.9% | +108.4% | +71.5% |
| All | +68.0% | -51.7% | +119.7% | +75.2% |
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