+180.5%
MSTR vs STT
+165.4%
+15.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | -1.2% | -2.5% | +1.3% | +1.6% |
| 30D | -15.9% | -5.0% | -11.0% | -11.1% |
| 3M | +33.1% | -10.5% | +43.6% | +48.3% |
| 6M | -31.0% | +10.0% | -41.0% | -37.1% |
| YTD | -15.1% | +30.7% | -45.8% | -34.9% |
| 1Y | -45.6% | +43.8% | -89.4% | -62.1% |
| 3Y | +180.5% | +168.1% | +12.4% | +19.3% |
| All | +180.5% | +165.4% | +15.2% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling