-49.1%
MSTR vs STRL
-22.3%
-26.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.7% | -6.3% |
| 7D | -11.5% | +23.4% | -35.0% | -15.3% |
| 30D | -24.8% | -39.5% | +14.7% | -17.7% |
| 3M | +20.6% | -45.1% | +65.7% | +34.0% |
| 6M | -38.0% | -64.6% | +26.6% | -26.0% |
| YTD | -24.7% | -1.5% | -23.2% | -37.6% |
| 1Y | -49.1% | -20.8% | -28.3% | -53.7% |
| All | -49.1% | -22.3% | -26.8% | -53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling