+137.8%
MSTR vs STM
+12.6%
+125.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | -10.7% | -7.9% | -2.8% | -7.5% |
| 30D | -21.6% | -14.1% | -7.4% | -15.7% |
| 3M | +24.4% | -17.6% | +42.0% | +35.9% |
| 6M | -35.5% | -24.2% | -11.2% | -30.7% |
| YTD | -20.3% | +73.3% | -93.6% | -49.0% |
| 1Y | -49.3% | +90.1% | -139.4% | -69.5% |
| 3Y | +137.8% | +10.3% | +127.4% | +76.1% |
| All | +137.8% | +12.6% | +125.1% | +76.1% |
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