+521.9%
MSTR vs STRL
+4,073.8%
-3,551.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.9% | -0.5% |
| 7D | -14.2% | +7.1% | -21.3% | -16.5% |
| 30D | -19.9% | -39.4% | +19.5% | -7.7% |
| 3M | +27.3% | -43.0% | +70.3% | +48.4% |
| 6M | -37.6% | -65.0% | +27.4% | -17.4% |
| YTD | -19.5% | -0.8% | -18.7% | -31.2% |
| 1Y | -47.1% | -20.3% | -26.8% | -51.4% |
| 3Y | +140.3% | +356.5% | -216.2% | +16.4% |
| 5Y | +49.5% | +952.8% | -903.3% | -44.4% |
| 10Y | +521.9% | +3,877.1% | -3,355.2% | +85.6% |
| All | +521.9% | +4,073.8% | -3,551.9% | +85.6% |
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