+570.4%
MSTR vs SBUX
+144.4%
+426.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.2% |
| 7D | -1.2% | +1.7% | -2.9% | -2.1% |
| 30D | -15.9% | +12.6% | -28.6% | -22.5% |
| 3M | +33.1% | +0.8% | +32.3% | +31.7% |
| 6M | -31.0% | +0.2% | -31.2% | -32.0% |
| YTD | -15.1% | +27.4% | -42.6% | -29.9% |
| 1Y | -45.6% | +31.5% | -77.1% | -56.5% |
| 3Y | +180.5% | +9.3% | +171.2% | +143.3% |
| 5Y | +61.7% | +1.5% | +60.2% | +43.8% |
| All | +570.4% | +144.4% | +426.0% | +281.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBUX.
Daily Out/Under-Performance
Portfolio return minus SBUX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBUX 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 SBUX 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