+154.2%
MSTR vs STT
+178.8%
-24.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.8% | -5.7% |
| 7D | -4.0% | +0.9% | -4.9% | -4.6% |
| 30D | -18.6% | -2.3% | -16.3% | -16.3% |
| 3M | +25.6% | -7.0% | +32.6% | +34.7% |
| 6M | -33.1% | +15.5% | -48.5% | -41.9% |
| YTD | -17.3% | +35.6% | -52.9% | -38.9% |
| 1Y | -48.1% | +47.9% | -95.9% | -64.9% |
| 3Y | +154.2% | +181.1% | -26.9% | -0.2% |
| All | +154.2% | +178.8% | -24.6% | -0.2% |
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 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