+526.8%
MSTR vs STLA
+12.4%
+514.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.6% | 0.0% | -1.9% |
| 7D | -10.7% | -4.9% | -5.8% | -8.4% |
| 30D | -21.6% | -4.9% | -16.6% | -20.1% |
| 3M | +24.4% | -23.7% | +48.0% | +39.8% |
| 6M | -35.5% | -45.0% | +9.5% | -15.9% |
| YTD | -20.3% | -60.9% | +40.6% | +16.3% |
| 1Y | -49.3% | -58.9% | +9.6% | -28.7% |
| 3Y | +137.8% | -74.4% | +212.2% | +317.5% |
| 5Y | +48.3% | -71.5% | +119.8% | +142.4% |
| 10Y | +526.8% | +5.3% | +521.5% | +604.1% |
| All | +526.8% | +12.4% | +514.4% | +604.1% |
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