+554.5%
MSTR vs HIG
+270.3%
+284.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.9% |
| 7D | -4.0% | -0.5% | -3.5% | -3.7% |
| 30D | -18.6% | +4.5% | -23.1% | -20.3% |
| 3M | +25.6% | -5.5% | +31.0% | +28.0% |
| 6M | -33.1% | +3.1% | -36.1% | -34.7% |
| YTD | -17.3% | -0.8% | -16.5% | -18.3% |
| 1Y | -48.1% | +6.1% | -54.2% | -50.4% |
| 3Y | +154.2% | +94.1% | +60.1% | +83.3% |
| 5Y | +46.2% | +106.4% | -60.2% | +3.9% |
| 10Y | +554.5% | +265.1% | +289.4% | +263.9% |
| All | +554.5% | +270.3% | +284.2% | +263.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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