+481.0%
MSTR vs STT
+198.3%
+282.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -13.4% | +4.8% | -18.2% | -16.0% |
| 30D | -22.1% | +3.9% | -26.0% | -23.7% |
| 3M | +15.0% | -8.2% | +23.1% | +21.7% |
| 6M | -37.3% | +15.6% | -52.9% | -42.6% |
| YTD | -26.5% | +37.6% | -64.2% | -39.5% |
| 1Y | -46.5% | +50.1% | -96.6% | -58.3% |
| 3Y | +121.1% | +183.1% | -62.0% | +19.8% |
| 5Y | +37.5% | +104.8% | -67.3% | -12.7% |
| All | +481.0% | +198.3% | +282.8% | +206.2% |
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