+1,046.2%
MSTR vs HIG
+343.7%
+702.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -4.1% |
| 7D | -10.7% | +2.1% | -12.9% | -11.1% |
| 30D | -21.6% | +6.7% | -28.3% | -22.7% |
| 3M | +24.4% | -1.9% | +26.3% | +24.6% |
| 6M | -35.5% | +5.3% | -40.8% | -36.5% |
| YTD | -20.3% | +1.3% | -21.7% | -21.1% |
| 1Y | -49.3% | +7.2% | -56.5% | -50.5% |
| 3Y | +137.8% | +96.6% | +41.1% | +104.2% |
| 5Y | +48.3% | +110.0% | -61.7% | +26.9% |
| 10Y | +526.8% | +268.4% | +258.4% | +364.9% |
| All | +1,046.2% | +343.7% | +702.6% | +547.8% |
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