+1,124.1%
MSTR vs STLD
+7,858.1%
-6,734.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.6% | -1.7% | -6.8% |
| 7D | -8.7% | -12.5% | +3.8% | -4.6% |
| 30D | -21.4% | -6.8% | -14.6% | -19.5% |
| 3M | +31.4% | -16.4% | +47.8% | +38.0% |
| 6M | -30.8% | -6.1% | -24.7% | -30.8% |
| YTD | -14.9% | +32.0% | -46.9% | -24.1% |
| 1Y | -49.3% | +45.5% | -94.8% | -56.3% |
| 3Y | +184.8% | +106.5% | +78.3% | +120.8% |
| 5Y | +62.1% | +267.2% | -205.0% | +6.2% |
| 10Y | +580.0% | +878.9% | -298.9% | +206.0% |
| All | +1,124.1% | +7,858.1% | -6,734.0% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling