+481.0%
MSTR vs STLD
+761.4%
-280.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -1.0% |
| 7D | -13.4% | +2.9% | -16.4% | -14.6% |
| 30D | -22.1% | -5.6% | -16.5% | -20.2% |
| 3M | +15.0% | -11.7% | +26.7% | +19.8% |
| 6M | -37.3% | -2.8% | -34.5% | -38.5% |
| YTD | -26.5% | +36.4% | -63.0% | -38.7% |
| 1Y | -46.5% | +50.0% | -96.5% | -57.3% |
| 3Y | +121.1% | +122.3% | -1.2% | +48.5% |
| 5Y | +37.5% | +273.2% | -235.7% | -23.7% |
| All | +481.0% | +761.4% | -280.4% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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