+121.1%
MSTR vs STRL
+341.0%
-219.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.6% | -1.4% |
| 7D | -13.4% | +15.7% | -29.1% | -18.2% |
| 30D | -22.1% | -35.5% | +13.4% | -11.0% |
| 3M | +15.0% | -47.1% | +62.1% | +39.8% |
| 6M | -37.3% | -65.8% | +28.5% | -13.8% |
| YTD | -26.5% | -4.5% | -22.0% | -43.2% |
| 1Y | -46.5% | -10.5% | -36.0% | -57.6% |
| 3Y | +121.1% | +340.6% | -219.5% | -36.3% |
| All | +121.1% | +341.0% | -219.9% | -36.3% |
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