+1,957.0%
MSTR vs MUB
+76.3%
+1,880.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | -0.9% | +13.0% | +12.9% |
| 30D | +45.2% | -1.4% | +46.6% | +46.8% |
| 3M | +10.4% | -2.2% | +12.5% | +12.4% |
| 6M | -2.5% | -1.9% | -0.6% | -0.8% |
| YTD | -6.0% | -0.8% | -5.2% | -5.2% |
| 1Y | -56.4% | +2.7% | -59.1% | -57.1% |
| 3Y | +306.3% | +8.6% | +297.7% | +283.9% |
| 5Y | +100.5% | +2.0% | +98.4% | +96.1% |
| 10Y | +741.1% | +17.9% | +723.2% | +702.3% |
| All | +1,957.0% | +76.3% | +1,880.8% | +1,546.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling