+526.8%
MSTR vs HST
+143.2%
+383.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -5.1% |
| 7D | -10.7% | +0.6% | -11.3% | -11.0% |
| 30D | -21.6% | +14.5% | -36.0% | -27.4% |
| 3M | +24.4% | +15.4% | +9.0% | +14.6% |
| 6M | -35.5% | +22.0% | -57.4% | -42.9% |
| YTD | -20.3% | +54.9% | -75.2% | -38.6% |
| 1Y | -49.3% | +54.0% | -103.3% | -60.9% |
| 3Y | +137.8% | +90.4% | +47.3% | +63.4% |
| 5Y | +48.3% | +84.2% | -35.9% | +9.9% |
| 10Y | +526.8% | +144.6% | +382.2% | +326.9% |
| All | +526.8% | +143.2% | +383.5% | +326.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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