+645.5%
MSTR vs AU
+694.8%
-49.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -2.3% |
| 7D | -11.2% | -7.0% | -4.3% | -10.0% |
| 30D | +33.8% | +7.3% | +26.5% | +32.6% |
| 3M | +11.5% | +33.2% | -21.8% | +6.5% |
| 6M | -7.2% | -0.6% | -6.5% | -7.2% |
| YTD | -15.4% | +26.2% | -41.5% | -18.9% |
| 1Y | -60.6% | +68.3% | -128.9% | -64.2% |
| 3Y | +260.8% | +592.1% | -331.3% | +161.2% |
| 5Y | +108.8% | +685.3% | -576.4% | +50.2% |
| All | +645.5% | +694.8% | -49.3% | +445.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AU 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling