+1,124.1%
MSTR vs STRL
+30,562.3%
-29,438.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.9% | +4.6% | -7.4% |
| 7D | -8.7% | -34.6% | +25.9% | -3.8% |
| 30D | -21.4% | -56.7% | +35.2% | -12.4% |
| 3M | +31.4% | -54.4% | +85.9% | +45.1% |
| 6M | -30.8% | -69.7% | +38.9% | -20.3% |
| YTD | -14.9% | -20.2% | +5.3% | -15.5% |
| 1Y | -49.3% | -40.6% | -8.7% | -47.7% |
| 3Y | +184.8% | +221.7% | -36.8% | +136.8% |
| 5Y | +62.1% | +799.0% | -736.8% | +21.1% |
| 10Y | +580.0% | +3,451.5% | -2,871.5% | +333.5% |
| All | +1,124.1% | +30,562.3% | -29,438.1% | +519.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling