+495.5%
MSTR vs STT
+198.7%
+296.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.3% | -6.2% | -6.3% |
| 7D | -11.5% | +5.1% | -16.6% | -14.4% |
| 30D | -24.8% | -0.2% | -24.6% | -24.4% |
| 3M | +20.6% | -8.1% | +28.8% | +27.7% |
| 6M | -38.0% | +16.6% | -54.6% | -43.5% |
| YTD | -24.7% | +37.8% | -62.5% | -38.1% |
| 1Y | -49.1% | +46.8% | -95.9% | -59.7% |
| 3Y | +124.7% | +181.2% | -56.5% | +22.2% |
| 5Y | +40.9% | +105.1% | -64.2% | -10.6% |
| All | +495.5% | +198.7% | +296.9% | +213.6% |
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