+40.4%
MSTR vs STM
-5.1%
+45.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.8% |
| 7D | -13.4% | +12.0% | -25.4% | -20.2% |
| 30D | -22.1% | -0.4% | -21.7% | -22.8% |
| 3M | +15.0% | -13.2% | +28.1% | +24.3% |
| 6M | -37.3% | -26.1% | -11.2% | -30.1% |
| YTD | -26.5% | +81.2% | -107.7% | -61.6% |
| 1Y | -46.5% | +98.3% | -144.8% | -74.2% |
| 3Y | +121.1% | +16.7% | +104.4% | +49.2% |
| All | +40.4% | -5.1% | +45.5% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling