+677.4%
MSTR vs HUBB
+427.3%
+250.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -1.4% |
| 7D | +7.7% | +1.1% | +6.6% | +7.1% |
| 30D | +36.3% | -9.6% | +46.0% | +45.5% |
| 3M | +13.4% | -6.2% | +19.6% | +16.1% |
| 6M | -4.5% | -6.2% | +1.7% | -3.5% |
| YTD | -12.7% | +3.4% | -16.0% | -17.6% |
| 1Y | -59.6% | +5.3% | -64.9% | -62.6% |
| 3Y | +272.5% | +44.4% | +228.1% | +188.9% |
| 5Y | +107.1% | +152.4% | -45.2% | +19.1% |
| 10Y | +677.4% | +437.0% | +240.3% | +221.9% |
| All | +677.4% | +427.3% | +250.1% | +221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded HUBB 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling