Microstrategy

The chart shows the growth of an initial investment of $10,000 in Microstrategy, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Jun 12, 2026, the Microstrategy returned -18.41% Year-To-Date and 20.92% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 11, 1998, Microstrategy's average daily return is +0.15%, while the average monthly return is +3.68%. At this rate, an investment would double in approximately 1.6 years.

Historically, 51% of months were positive and 49% were negative. The best month was Oct 2001 with a return of +143.4%, while the worst month was Apr 2000 at -70.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 9 months.

On a daily basis, Microstrategy closed higher 50% of trading days. The best single day was Apr 19, 2001 with a return of +76.4%, while the worst single day was Mar 20, 2000 at -61.7%.

Microstrategy has an annualized alpha of 29.70%, beta of 1.40, and R2 of 0.13 versus S&P 500 Index. Calculated based on daily prices since June 11, 1998.

• This portfolio captured 286.31% of S&P 500 Index gains and 184.65% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• R2 of 0.13 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Microstrategy has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Microstrategy ranks 0 for risk / return — in the bottom 0% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current Microstrategy Sharpe ratio is -0.95 as of Jun 12, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.50 to 2.36, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Microstrategy compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Microstrategy. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Microstrategy was 99.86%, occurring on Jul 26, 2002. Recovery took 5612 trading sessions.

The current Microstrategy drawdown is 74.64%.

The chart below shows the rolling one-month volatility.