+180.5%
MSTR vs STM
+4.7%
+175.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -2.6% |
| 7D | -1.2% | -10.7% | +9.5% | +4.3% |
| 30D | -15.9% | -25.7% | +9.8% | -2.7% |
| 3M | +33.1% | -21.6% | +54.7% | +49.5% |
| 6M | -31.0% | -27.8% | -3.2% | -23.9% |
| YTD | -15.1% | +61.8% | -76.9% | -43.5% |
| 1Y | -45.6% | +78.1% | -123.7% | -66.1% |
| 3Y | +180.5% | +4.9% | +175.6% | +117.3% |
| All | +180.5% | +4.7% | +175.8% | +117.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling