+40.9%
MSTR vs S
-70.0%
+111.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.3% | -0.2% | -3.1% |
| 7D | -11.5% | +4.1% | -15.6% | -13.7% |
| 30D | -24.8% | -7.2% | -17.7% | -22.1% |
| 3M | +20.6% | 0.0% | +20.7% | +17.9% |
| 6M | -38.0% | +41.6% | -79.6% | -51.1% |
| YTD | -24.7% | +48.6% | -73.3% | -43.0% |
| 1Y | -49.1% | +30.0% | -79.1% | -58.7% |
| 3Y | +124.7% | +42.2% | +82.5% | +64.3% |
| 5Y | +40.9% | -70.8% | +111.7% | +87.5% |
| All | +40.9% | -70.0% | +111.0% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling