+304.5%
MSTR vs HIG
+103.2%
+201.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | +12.2% | +0.3% | +11.9% | +12.1% |
| 30D | +45.2% | -3.2% | +48.4% | +46.7% |
| 3M | +10.4% | +9.1% | +1.2% | +5.7% |
| 6M | -2.5% | -1.8% | -0.7% | -2.1% |
| YTD | -6.0% | +1.8% | -7.8% | -7.4% |
| 1Y | -56.4% | +4.6% | -61.0% | -57.9% |
| All | +304.5% | +103.2% | +201.3% | +154.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling