+1,124.1%
MSTR vs HST
+344.9%
+779.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.7% | -3.6% | -7.3% |
| 7D | -8.7% | -4.2% | -4.5% | -7.1% |
| 30D | -21.4% | +9.6% | -31.0% | -23.7% |
| 3M | +31.4% | -1.1% | +32.6% | +32.2% |
| 6M | -30.8% | +21.1% | -51.9% | -35.5% |
| YTD | -14.9% | +47.1% | -62.0% | -25.8% |
| 1Y | -49.3% | +64.0% | -113.3% | -57.7% |
| 3Y | +184.8% | +77.1% | +107.7% | +134.7% |
| 5Y | +62.1% | +71.8% | -9.6% | +41.3% |
| 10Y | +580.0% | +146.3% | +433.7% | +400.0% |
| All | +1,124.1% | +344.9% | +779.2% | +588.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling