+570.4%
MSTR vs STRL
+3,580.1%
-3,009.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.4% |
| 7D | -1.2% | -26.9% | +25.7% | +7.6% |
| 30D | -15.9% | -52.7% | +36.7% | +5.4% |
| 3M | +33.1% | -52.8% | +86.0% | +65.8% |
| 6M | -31.0% | -71.5% | +40.5% | -2.0% |
| YTD | -15.1% | -17.4% | +2.3% | -22.7% |
| 1Y | -45.6% | -35.0% | -10.7% | -46.3% |
| 3Y | +180.5% | +239.2% | -58.7% | +49.1% |
| 5Y | +61.7% | +830.2% | -768.5% | -36.5% |
| All | +570.4% | +3,580.1% | -3,009.6% | +104.2% |
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