+49.9%
MSTR vs STRL
+779.4%
-729.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.7% |
| 7D | -1.2% | -26.9% | +25.7% | +9.8% |
| 30D | -15.9% | -52.7% | +36.7% | +11.6% |
| 3M | +33.1% | -52.8% | +86.0% | +75.1% |
| 6M | -31.0% | -71.5% | +40.5% | +7.2% |
| YTD | -15.1% | -17.4% | +2.3% | -31.1% |
| 1Y | -45.6% | -35.0% | -10.7% | -50.2% |
| 3Y | +180.5% | +239.2% | -58.7% | -18.4% |
| All | +49.9% | +779.4% | -729.5% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling