+103.8%
MSTR vs HYG
+18.4%
+85.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.0% |
| 7D | -8.3% | -0.7% | -7.6% | -4.7% |
| 30D | +38.1% | -0.7% | +38.8% | +44.2% |
| 3M | +9.0% | -0.2% | +9.2% | +11.4% |
| 6M | -5.3% | +1.4% | -6.8% | -10.1% |
| YTD | -13.8% | +1.5% | -15.3% | -17.2% |
| 1Y | -59.8% | +2.9% | -62.7% | -63.8% |
| 3Y | +282.2% | +25.6% | +256.5% | +41.4% |
| All | +103.8% | +18.4% | +85.4% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling