+120.4%
MSTR vs STLA
-62.4%
+182.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.2% |
| 7D | +12.2% | +2.6% | +9.6% | +10.8% |
| 30D | +45.2% | -1.2% | +46.4% | +46.4% |
| 3M | +10.4% | -24.8% | +35.1% | +30.9% |
| 6M | -2.5% | -25.6% | +23.1% | +15.4% |
| YTD | -6.0% | -48.9% | +42.9% | +33.6% |
| 1Y | -56.4% | -38.8% | -17.6% | -47.9% |
| 3Y | +306.3% | -64.5% | +370.8% | +608.4% |
| All | +120.4% | -62.4% | +182.7% | +210.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling