+690.7%
MSTR vs HIG
+304.7%
+386.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -3.6% |
| 7D | +9.3% | -1.1% | +10.4% | +10.0% |
| 30D | +36.5% | -4.9% | +41.4% | +39.3% |
| 3M | +7.3% | +6.8% | +0.5% | +3.8% |
| 6M | +2.2% | -1.7% | +3.9% | +2.1% |
| YTD | -10.2% | -0.2% | -9.9% | -11.1% |
| 1Y | -58.6% | +5.7% | -64.3% | -60.3% |
| 3Y | +283.2% | +100.3% | +182.9% | +172.7% |
| 5Y | +113.8% | +118.5% | -4.7% | +49.0% |
| 10Y | +690.7% | +309.7% | +381.0% | +249.5% |
| All | +690.7% | +304.7% | +386.0% | +249.5% |
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