+154.2%
MSTR vs S
+49.1%
+105.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +16.9% |
| 6M | -33.1% | +41.8% | -74.8% | -46.8% |
| YTD | -17.3% | +56.8% | -74.1% | -38.8% |
| 1Y | -48.1% | +39.0% | -87.1% | -59.1% |
| 3Y | +154.2% | +53.8% | +100.4% | +148.6% |
| All | +154.2% | +49.1% | +105.1% | +148.6% |
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