+731.6%
MSTR vs STT
+269.9%
+461.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +12.2% | +0.5% | +11.7% | +12.0% |
| 30D | +45.2% | +3.9% | +41.3% | +41.6% |
| 3M | +10.4% | +20.0% | -9.6% | -1.5% |
| 6M | -2.5% | +55.3% | -57.8% | -26.0% |
| YTD | -6.0% | +53.3% | -59.4% | -27.9% |
| 1Y | -56.4% | +74.7% | -131.1% | -69.2% |
| 3Y | +306.3% | +205.8% | +100.5% | +108.9% |
| 5Y | +100.5% | +145.0% | -44.5% | +15.7% |
| All | +731.6% | +269.9% | +461.7% | +288.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling