+1,124.1%
MSTR vs STM
+480.9%
+643.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.4% | +3.1% | -3.4% |
| 7D | -8.7% | -20.1% | +11.4% | +1.4% |
| 30D | -21.4% | -32.0% | +10.5% | -6.0% |
| 3M | +31.4% | -24.2% | +55.6% | +48.9% |
| 6M | -30.8% | -29.9% | -0.9% | -22.1% |
| YTD | -14.9% | +54.9% | -69.8% | -35.5% |
| 1Y | -49.3% | +68.0% | -117.3% | -63.1% |
| 3Y | +184.8% | -0.1% | +185.0% | +157.3% |
| 5Y | +62.1% | -17.9% | +80.0% | +68.3% |
| 10Y | +580.0% | +392.2% | +187.7% | +181.0% |
| All | +1,124.1% | +480.9% | +643.2% | +195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling