+570.4%
MSTR vs STM
+398.5%
+172.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -2.6% |
| 7D | -1.2% | -10.7% | +9.5% | +4.5% |
| 30D | -15.9% | -25.7% | +9.8% | -2.2% |
| 3M | +33.1% | -21.6% | +54.7% | +50.0% |
| 6M | -31.0% | -27.8% | -3.2% | -23.1% |
| YTD | -15.1% | +61.8% | -76.9% | -40.7% |
| 1Y | -45.6% | +78.1% | -123.7% | -64.2% |
| 3Y | +180.5% | +4.9% | +175.6% | +134.2% |
| 5Y | +61.7% | -14.3% | +75.9% | +50.1% |
| All | +570.4% | +398.5% | +172.0% | +325.4% |
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