+554.5%
MSTR vs STRL
+4,310.8%
-3,756.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +15.0% | -17.6% | -7.4% |
| 7D | -4.0% | -13.3% | +9.4% | -1.5% |
| 30D | -18.6% | -43.3% | +24.7% | -4.2% |
| 3M | +25.6% | -46.9% | +72.4% | +49.7% |
| 6M | -33.1% | -65.6% | +32.5% | -11.0% |
| YTD | -17.3% | -5.1% | -12.3% | -28.4% |
| 1Y | -48.1% | -23.1% | -25.0% | -51.7% |
| 3Y | +154.2% | +346.8% | -192.6% | +24.1% |
| 5Y | +46.2% | +907.2% | -861.0% | -44.9% |
| 10Y | +554.5% | +3,988.2% | -3,433.7% | +95.8% |
| All | +554.5% | +4,310.8% | -3,756.3% | +95.8% |
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