+495.5%
MSTR vs STLA
-3.1%
+498.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.1% | -0.4% | -3.7% |
| 7D | -11.5% | -13.1% | +1.5% | -5.6% |
| 30D | -24.8% | -13.3% | -11.6% | -20.1% |
| 3M | +20.6% | -27.9% | +48.5% | +39.2% |
| 6M | -38.0% | -47.8% | +9.9% | -17.0% |
| YTD | -24.7% | -64.6% | +39.8% | +15.1% |
| 1Y | -49.1% | -64.0% | +14.9% | -23.5% |
| 3Y | +124.7% | -76.8% | +201.5% | +313.3% |
| 5Y | +40.9% | -74.2% | +115.1% | +141.1% |
| All | +495.5% | -3.1% | +498.6% | +604.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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