+736.9%
MSTR vs USB
+107.5%
+629.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +12.2% | +1.4% | +10.7% | +11.3% |
| 30D | +45.2% | -1.3% | +46.5% | +45.7% |
| 3M | +10.4% | +15.2% | -4.9% | +1.0% |
| 6M | -2.5% | +18.8% | -21.3% | -12.3% |
| YTD | -6.0% | +21.0% | -27.0% | -16.3% |
| 1Y | -56.4% | +34.0% | -90.4% | -63.5% |
| 3Y | +306.3% | +95.3% | +211.0% | +180.6% |
| 5Y | +100.5% | +40.4% | +60.1% | +63.1% |
| All | +736.9% | +107.5% | +629.4% | +461.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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