+554.5%
MSTR vs STLA
+21.0%
+533.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -4.0% | -6.4% | +2.4% | -1.0% |
| 30D | -18.6% | -1.3% | -17.3% | -18.5% |
| 3M | +25.6% | -19.9% | +45.5% | +37.9% |
| 6M | -33.1% | -42.9% | +9.8% | -14.3% |
| YTD | -17.3% | -59.4% | +42.1% | +18.4% |
| 1Y | -48.1% | -56.8% | +8.7% | -28.8% |
| 3Y | +154.2% | -73.1% | +227.3% | +334.3% |
| 5Y | +46.2% | -70.1% | +116.3% | +133.4% |
| 10Y | +554.5% | +19.8% | +534.7% | +628.2% |
| All | +554.5% | +21.0% | +533.5% | +628.2% |
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