+49.5%
MSTR vs STM
-4.7%
+54.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | -1.3% |
| 7D | -14.2% | +1.4% | -15.6% | -15.5% |
| 30D | -19.9% | -8.4% | -11.5% | -15.9% |
| 3M | +27.3% | -15.8% | +43.1% | +40.7% |
| 6M | -37.6% | -22.8% | -14.7% | -33.1% |
| YTD | -19.5% | +79.4% | -98.8% | -57.6% |
| 1Y | -47.1% | +97.0% | -144.1% | -74.4% |
| 3Y | +140.3% | +14.2% | +126.1% | +65.4% |
| 5Y | +49.5% | -4.5% | +54.0% | +14.8% |
| All | +49.5% | -4.7% | +54.2% | +14.8% |
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 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