+495.5%
MSTR vs STM
+467.4%
+28.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.4% | -6.9% | -6.7% |
| 7D | -11.5% | +16.3% | -27.8% | -18.6% |
| 30D | -24.8% | -6.3% | -18.5% | -22.8% |
| 3M | +20.6% | -14.1% | +34.7% | +29.2% |
| 6M | -38.0% | -19.6% | -18.4% | -34.9% |
| YTD | -24.7% | +80.1% | -104.8% | -50.5% |
| 1Y | -49.1% | +95.4% | -144.4% | -68.1% |
| 3Y | +124.7% | +14.7% | +110.0% | +78.5% |
| 5Y | +40.9% | -5.4% | +46.3% | +23.6% |
| All | +495.5% | +467.4% | +28.2% | +241.8% |
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