+649.6%
MSTR vs USB
+100.3%
+549.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.0% |
| 7D | -1.8% | +2.4% | -4.2% | -3.1% |
| 30D | -13.3% | +6.6% | -19.9% | -16.4% |
| 3M | +46.0% | -4.1% | +50.1% | +48.8% |
| 6M | -22.4% | +12.5% | -34.9% | -28.1% |
| YTD | -6.2% | +17.6% | -23.8% | -15.2% |
| 1Y | -42.3% | +36.5% | -78.8% | -52.2% |
| 3Y | +214.0% | +95.4% | +118.6% | +118.0% |
| 5Y | +78.2% | +26.1% | +52.0% | +51.3% |
| 10Y | +649.6% | +101.3% | +548.3% | +447.8% |
| All | +649.6% | +100.3% | +549.3% | +447.8% |
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