+1,120.6%
MSTR vs STM
+506.7%
+614.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -2.4% |
| 7D | -1.2% | -10.7% | +9.5% | +3.9% |
| 30D | -15.9% | -25.7% | +9.8% | -3.7% |
| 3M | +33.1% | -21.6% | +54.7% | +48.3% |
| 6M | -31.0% | -27.8% | -3.2% | -23.4% |
| YTD | -15.1% | +61.8% | -76.9% | -37.0% |
| 1Y | -45.6% | +78.1% | -123.7% | -61.6% |
| 3Y | +180.5% | +4.9% | +175.6% | +147.4% |
| 5Y | +61.7% | -14.3% | +75.9% | +64.3% |
| 10Y | +578.0% | +414.1% | +164.0% | +174.3% |
| All | +1,120.6% | +506.7% | +614.0% | +188.5% |
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