+526.8%
MSTR vs STLD
+804.7%
-277.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.8% | -7.4% | -5.2% |
| 7D | -10.7% | -4.7% | -6.1% | -9.0% |
| 30D | -21.6% | -0.9% | -20.6% | -21.3% |
| 3M | +24.4% | -11.9% | +36.3% | +29.7% |
| 6M | -35.5% | +0.9% | -36.4% | -37.7% |
| YTD | -20.3% | +40.4% | -60.8% | -34.3% |
| 1Y | -49.3% | +56.6% | -105.9% | -60.4% |
| 3Y | +137.8% | +125.5% | +12.3% | +58.8% |
| 5Y | +48.3% | +292.8% | -244.5% | -19.1% |
| 10Y | +526.8% | +787.1% | -260.3% | +136.6% |
| All | +526.8% | +804.7% | -277.9% | +136.6% |
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