+481.0%
MSTR vs AU
+818.2%
-337.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.1% |
| 7D | -13.4% | -7.2% | -6.2% | -12.2% |
| 30D | -22.1% | -2.9% | -19.2% | -21.7% |
| 3M | +15.0% | -8.7% | +23.6% | +17.5% |
| 6M | -37.3% | -14.1% | -23.2% | -35.3% |
| YTD | -26.5% | +4.8% | -31.3% | -27.2% |
| 1Y | -46.5% | +11.9% | -58.4% | -47.6% |
| 3Y | +121.1% | +513.8% | -392.7% | +62.7% |
| 5Y | +37.5% | +379.3% | -341.8% | +1.8% |
| All | +481.0% | +818.2% | -337.2% | +338.8% |
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