+89.0%
MSTR vs S
-48.9%
+137.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.0% | -10.6% | -6.7% |
| 7D | -4.0% | +1.6% | -5.5% | -4.9% |
| 30D | -18.6% | -10.5% | -8.2% | -14.5% |
| 3M | +25.6% | +9.9% | +15.7% | +17.0% |
| 6M | -33.1% | +41.8% | -74.8% | -46.4% |
| YTD | -17.3% | +56.8% | -74.1% | -37.9% |
| 1Y | -48.1% | +39.0% | -87.1% | -58.7% |
| 3Y | +154.2% | +53.8% | +100.4% | +84.2% |
| 5Y | +46.2% | -68.6% | +114.8% | +76.3% |
| All | +89.0% | -48.9% | +137.9% | +91.3% |
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