-7.8%
MSTR vs MSTU
-90.6%
+82.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.1% |
| 7D | -14.2% | -27.7% | +13.6% | +0.6% |
| 30D | -19.9% | -40.3% | +20.4% | +1.2% |
| 3M | +27.3% | +26.4% | +0.9% | +3.1% |
| 6M | -37.6% | -75.7% | +38.2% | +8.1% |
| YTD | -19.5% | -71.9% | +52.4% | +14.2% |
| 1Y | -47.1% | -89.3% | +42.2% | +18.6% |
| All | -7.8% | -90.6% | +82.8% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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