+181.3%
MSTR vs S
+32.3%
+149.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.8% | -0.5% | -4.8% |
| 7D | -8.7% | -16.7% | +8.0% | +0.2% |
| 30D | -21.4% | -17.0% | -4.4% | -13.8% |
| 3M | +31.4% | +2.0% | +29.4% | +27.5% |
| 6M | -30.8% | +35.1% | -65.9% | -43.6% |
| YTD | -14.9% | +42.8% | -57.7% | -33.6% |
| 1Y | -49.3% | +27.7% | -77.0% | -58.1% |
| All | +181.3% | +32.3% | +149.0% | +182.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling