+554.5%
MSTR vs MUB
+21.2%
+533.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | -4.0% | +1.0% | -5.0% | -5.6% |
| 30D | -18.6% | +3.9% | -22.5% | -23.5% |
| 3M | +25.6% | -0.4% | +25.9% | +26.3% |
| 6M | -33.1% | -0.6% | -32.5% | -32.3% |
| YTD | -17.3% | +0.4% | -17.8% | -17.5% |
| 1Y | -48.1% | +0.8% | -48.9% | -48.5% |
| 3Y | +154.2% | +11.3% | +142.9% | +115.7% |
| 5Y | +46.2% | +3.4% | +42.8% | +36.9% |
| 10Y | +554.5% | +21.9% | +532.6% | +574.3% |
| All | +554.5% | +21.2% | +533.3% | +574.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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