+48.3%
MSTR vs STT
+109.6%
-61.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -4.0% |
| 7D | -10.7% | +1.1% | -11.9% | -11.6% |
| 30D | -21.6% | -1.9% | -19.6% | -19.7% |
| 3M | +24.4% | -7.6% | +32.0% | +34.4% |
| 6M | -35.5% | +16.0% | -51.4% | -44.1% |
| YTD | -20.3% | +36.2% | -56.5% | -41.0% |
| 1Y | -49.3% | +46.8% | -96.1% | -65.2% |
| 3Y | +137.8% | +177.8% | -40.0% | -12.2% |
| 5Y | +48.3% | +105.8% | -57.5% | -37.2% |
| All | +48.3% | +109.6% | -61.3% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling