+570.4%
MSTR vs STLD
+868.9%
-298.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.5% |
| 7D | -1.2% | -11.1% | +9.9% | +3.9% |
| 30D | -15.9% | -4.8% | -11.2% | -14.1% |
| 3M | +33.1% | -14.6% | +47.7% | +40.7% |
| 6M | -31.0% | -7.4% | -23.6% | -30.7% |
| YTD | -15.1% | +32.6% | -47.7% | -28.2% |
| 1Y | -45.6% | +47.3% | -93.0% | -56.3% |
| 3Y | +180.5% | +107.5% | +73.0% | +94.7% |
| 5Y | +61.7% | +268.8% | -207.2% | -8.9% |
| All | +570.4% | +868.9% | -298.5% | +154.8% |
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