+645.5%
MSTR vs SU
+267.8%
+377.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -11.2% | +1.7% | -12.9% | -11.7% |
| 30D | +33.8% | +9.6% | +24.2% | +30.1% |
| 3M | +11.5% | +11.7% | -0.3% | +7.2% |
| 6M | -7.2% | +21.9% | -29.1% | -13.7% |
| YTD | -15.4% | +58.6% | -74.0% | -27.5% |
| 1Y | -60.6% | +66.5% | -127.1% | -66.8% |
| 3Y | +260.8% | +121.4% | +139.4% | +175.9% |
| 5Y | +108.8% | +355.7% | -246.9% | +30.7% |
| All | +645.5% | +267.8% | +377.7% | +367.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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