+998.5%
MSTR vs HYG
+153.4%
+845.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | +9.3% | 0.0% | +9.3% | +9.3% |
| 30D | +36.5% | -0.1% | +36.6% | +36.9% |
| 3M | +7.3% | +1.0% | +6.4% | +6.1% |
| 6M | +2.2% | +2.3% | -0.1% | -0.5% |
| YTD | -10.2% | +2.1% | -12.3% | -12.0% |
| 1Y | -58.6% | +3.8% | -62.4% | -60.4% |
| 3Y | +283.2% | +26.7% | +256.5% | +183.0% |
| 5Y | +113.8% | +19.3% | +94.5% | +84.9% |
| 10Y | +690.7% | +55.3% | +635.5% | +429.0% |
| All | +998.5% | +153.4% | +845.1% | +371.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling