+1,252.0%
MSTR vs STLD
+8,560.6%
-7,308.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | +12.2% | +3.1% | +9.0% | +10.9% |
| 30D | +45.2% | -9.0% | +54.2% | +48.7% |
| 3M | +10.4% | -12.4% | +22.7% | +13.7% |
| 6M | -2.5% | +25.5% | -28.0% | -11.0% |
| YTD | -6.0% | +43.6% | -49.6% | -18.3% |
| 1Y | -56.4% | +87.2% | -143.6% | -65.3% |
| 3Y | +306.3% | +135.2% | +171.0% | +202.5% |
| 5Y | +100.5% | +290.9% | -190.4% | +28.6% |
| 10Y | +741.1% | +1,113.5% | -372.4% | +254.6% |
| All | +1,252.0% | +8,560.6% | -7,308.6% | +86.5% |
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