+1,252.0%
MSTR vs HIG
+345.5%
+906.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | +12.2% | +0.3% | +11.9% | +12.1% |
| 30D | +45.2% | -3.2% | +48.4% | +46.1% |
| 3M | +10.4% | +9.1% | +1.2% | +8.0% |
| 6M | -2.5% | -1.8% | -0.7% | -2.5% |
| YTD | -6.0% | +1.8% | -7.8% | -6.9% |
| 1Y | -56.4% | +4.6% | -61.0% | -57.1% |
| 3Y | +306.3% | +101.6% | +204.6% | +247.7% |
| 5Y | +100.5% | +124.5% | -24.0% | +69.7% |
| 10Y | +741.1% | +317.8% | +423.3% | +510.8% |
| All | +1,252.0% | +345.5% | +906.4% | +664.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling