+137.8%
MSTR vs STRL
+340.9%
-203.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -10.7% | -19.8% | +9.1% | -5.6% |
| 30D | -21.6% | -43.6% | +22.0% | -6.0% |
| 3M | +24.4% | -45.2% | +69.6% | +49.2% |
| 6M | -35.5% | -65.7% | +30.3% | -11.3% |
| YTD | -20.3% | -5.4% | -14.9% | -38.2% |
| 1Y | -49.3% | -24.7% | -24.6% | -56.0% |
| 3Y | +137.8% | +335.0% | -197.3% | -31.6% |
| All | +137.8% | +340.9% | -203.1% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling