-46.5%
MSTR vs STLA
-64.5%
+18.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.4% |
| 7D | -13.4% | -13.8% | +0.3% | -12.7% |
| 30D | -22.1% | -10.5% | -11.5% | -21.5% |
| 3M | +15.0% | -28.9% | +43.8% | +15.2% |
| 6M | -37.3% | -49.7% | +12.4% | -40.7% |
| YTD | -26.5% | -64.9% | +38.4% | -35.0% |
| 1Y | -46.5% | -64.0% | +17.6% | -53.0% |
| All | -46.5% | -64.5% | +18.0% | -53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling