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  • MSTR vs STM✓SelectedUSD · STMMSTR vs STM performance historyLatest closeAs of-1.39%09/04
Stock and ETF performance explorer

MSTR vs STM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+731.6%
STM return
+666.6%
Excess return
+65.1%
Maximum drawdown
-89.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioSTMExcessAlpha
1D-1.4%+1.9%-3.3%-2.4%
7D+12.2%+5.8%+6.4%+9.0%
30D+45.2%-1.0%+46.2%+45.9%
3M+10.4%-33.3%+43.6%+33.2%
6M-2.5%+57.4%-59.8%-29.0%
YTD-6.0%+102.2%-108.2%-41.1%
1Y-56.4%+99.6%-156.0%-72.8%
3Y+306.3%+14.5%+291.8%+226.0%
5Y+100.5%+21.4%+79.1%+60.2%
All+731.6%+666.6%+65.1%+273.8%

Cumulative growth

Daily Returns

Daily percentage return beside STM.

Daily Out/Under-Performance

Portfolio return minus STM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × STM 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 STM 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