+731.6%
MSTR vs STRL
+7,193.7%
-6,462.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.1% | -3.2% |
| 7D | +12.2% | +3.4% | +8.8% | +10.9% |
| 30D | +45.2% | -9.2% | +54.4% | +49.2% |
| 3M | +10.4% | -51.0% | +61.4% | +35.2% |
| 6M | -2.5% | +15.8% | -18.3% | -16.7% |
| YTD | -6.0% | +58.9% | -64.9% | -28.9% |
| 1Y | -56.4% | +68.5% | -124.9% | -68.1% |
| 3Y | +306.3% | +485.2% | -178.9% | +86.9% |
| 5Y | +100.5% | +2,005.1% | -1,904.6% | -35.5% |
| All | +731.6% | +7,193.7% | -6,462.1% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling