+1,120.6%
MSTR vs STT
+724.4%
+396.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.2% | -2.5% | +1.3% | 0.0% |
| 30D | -15.9% | -5.0% | -11.0% | -13.9% |
| 3M | +33.1% | -10.5% | +43.6% | +39.7% |
| 6M | -31.0% | +10.0% | -41.0% | -33.4% |
| YTD | -15.1% | +30.7% | -45.8% | -23.4% |
| 1Y | -45.6% | +43.8% | -89.4% | -52.8% |
| 3Y | +180.5% | +168.1% | +12.4% | +93.2% |
| 5Y | +61.7% | +101.4% | -39.7% | +26.6% |
| 10Y | +578.0% | +211.3% | +366.7% | +331.2% |
| All | +1,120.6% | +724.4% | +396.2% | +166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling