+554.5%
MSTR vs HD
+272.9%
+281.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -4.5% |
| 7D | -4.0% | +3.6% | -7.6% | -6.3% |
| 30D | -18.6% | +21.6% | -40.2% | -29.0% |
| 3M | +25.6% | +0.1% | +25.5% | +24.6% |
| 6M | -33.1% | +13.0% | -46.0% | -39.7% |
| YTD | -17.3% | +4.9% | -22.3% | -21.9% |
| 1Y | -48.1% | -2.1% | -46.0% | -49.0% |
| 3Y | +154.2% | +32.6% | +121.6% | +99.7% |
| 5Y | +46.2% | +8.2% | +38.0% | +31.8% |
| 10Y | +554.5% | +257.9% | +296.6% | +242.3% |
| All | +554.5% | +272.9% | +281.6% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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