+669.5%
MSTR vs AU
+730.4%
-60.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.9% |
| 7D | +7.7% | +0.6% | +7.1% | +7.7% |
| 30D | +36.3% | +12.3% | +24.0% | +34.0% |
| 3M | +13.4% | +29.4% | -16.0% | +8.8% |
| 6M | -4.5% | +3.2% | -7.7% | -5.3% |
| YTD | -12.7% | +31.8% | -44.5% | -17.0% |
| 1Y | -59.6% | +83.4% | -143.0% | -63.8% |
| 3Y | +272.5% | +623.1% | -350.6% | +167.3% |
| 5Y | +107.1% | +700.5% | -593.4% | +47.8% |
| All | +669.5% | +730.4% | -60.9% | +458.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling