+526.8%
MSTR vs STRL
+3,927.3%
-3,400.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -10.7% | -19.8% | +9.1% | -6.1% |
| 30D | -21.6% | -43.6% | +22.0% | -7.5% |
| 3M | +24.4% | -45.2% | +69.6% | +46.8% |
| 6M | -35.5% | -65.7% | +30.3% | -14.1% |
| YTD | -20.3% | -5.4% | -14.9% | -30.9% |
| 1Y | -49.3% | -24.7% | -24.6% | -52.5% |
| 3Y | +137.8% | +335.0% | -197.3% | +17.0% |
| 5Y | +48.3% | +915.3% | -867.0% | -44.1% |
| 10Y | +526.8% | +3,877.5% | -3,350.7% | +87.7% |
| All | +526.8% | +3,927.3% | -3,400.5% | +87.7% |
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