+736.9%
MSTR vs STLD
+1,105.0%
-368.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.7% |
| 7D | +12.2% | +3.1% | +9.0% | +10.4% |
| 30D | +45.2% | -9.0% | +54.2% | +49.9% |
| 3M | +10.4% | -12.4% | +22.7% | +14.9% |
| 6M | -2.5% | +25.5% | -28.0% | -14.2% |
| YTD | -6.0% | +43.6% | -49.6% | -22.6% |
| 1Y | -56.4% | +87.2% | -143.6% | -68.2% |
| 3Y | +306.3% | +135.2% | +171.0% | +169.6% |
| 5Y | +100.5% | +290.9% | -190.4% | +11.0% |
| All | +736.9% | +1,105.0% | -368.1% | +226.4% |
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