+570.4%
MSTR vs STLA
+18.3%
+552.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.2% | -4.5% | +3.3% | +0.9% |
| 30D | -15.9% | -3.9% | -12.0% | -14.8% |
| 3M | +33.1% | -20.2% | +53.3% | +46.4% |
| 6M | -31.0% | -42.2% | +11.2% | -12.2% |
| YTD | -15.1% | -59.3% | +44.2% | +21.3% |
| 1Y | -45.6% | -56.1% | +10.4% | -26.1% |
| 3Y | +180.5% | -73.7% | +254.2% | +384.0% |
| 5Y | +61.7% | -70.3% | +132.0% | +158.5% |
| All | +570.4% | +18.3% | +552.1% | +652.8% |
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