+659.5%
MSTR vs HYG
+56.1%
+603.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.0% |
| 7D | -8.3% | -0.7% | -7.6% | -6.2% |
| 30D | +38.1% | -0.7% | +38.8% | +41.6% |
| 3M | +9.0% | -0.2% | +9.2% | +10.4% |
| 6M | -5.3% | +1.4% | -6.8% | -7.8% |
| YTD | -13.8% | +1.5% | -15.3% | -15.5% |
| 1Y | -59.8% | +2.9% | -62.7% | -62.0% |
| 3Y | +282.2% | +25.6% | +256.5% | +123.2% |
| 5Y | +112.8% | +18.6% | +94.2% | +50.4% |
| All | +659.5% | +56.1% | +603.4% | +332.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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