+1,863.4%
MSTR vs STLA
+263.8%
+1,599.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | +12.2% | +2.6% | +9.6% | +11.5% |
| 30D | +45.2% | -1.2% | +46.4% | +45.9% |
| 3M | +10.4% | -24.8% | +35.1% | +20.8% |
| 6M | -2.5% | -25.6% | +23.1% | +6.8% |
| YTD | -6.0% | -48.9% | +42.9% | +12.6% |
| 1Y | -56.4% | -38.8% | -17.6% | -51.2% |
| 3Y | +306.3% | -64.5% | +370.8% | +440.3% |
| 5Y | +100.5% | -62.4% | +162.9% | +163.5% |
| 10Y | +741.1% | +55.4% | +685.7% | +744.7% |
| All | +1,863.4% | +263.8% | +1,599.6% | +1,764.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling