+82.2%
MSTR vs S
-49.1%
+131.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | -10.7% | +1.4% | -12.1% | -11.5% |
| 30D | -21.6% | -10.8% | -10.7% | -17.4% |
| 3M | +24.4% | +5.4% | +19.0% | +18.5% |
| 6M | -35.5% | +41.2% | -76.7% | -48.2% |
| YTD | -20.3% | +56.2% | -76.5% | -40.0% |
| 1Y | -49.3% | +36.3% | -85.6% | -59.3% |
| 3Y | +137.8% | +49.4% | +88.3% | +74.9% |
| 5Y | +48.3% | -66.9% | +115.2% | +77.3% |
| All | +82.2% | -49.1% | +131.3% | +84.8% |
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