+4,609.2%
MU vs MSTR
+533.3%
+4,075.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.1% | +10.8% | +11.7% |
| 7D | +2.0% | -14.2% | +16.2% | +5.5% |
| 30D | -18.0% | -19.9% | +1.9% | -14.1% |
| 3M | -6.6% | +27.3% | -33.9% | -12.1% |
| 6M | +2.0% | -37.6% | +39.6% | +9.8% |
| YTD | +184.5% | -19.5% | +203.9% | +185.1% |
| 1Y | +236.9% | -47.1% | +284.0% | +265.8% |
| 3Y | +987.0% | +140.3% | +846.7% | +668.7% |
| 5Y | +1,014.6% | +49.5% | +965.1% | +648.4% |
| 10Y | +4,609.2% | +521.9% | +4,087.3% | +1,324.6% |
| All | +4,609.2% | +533.3% | +4,075.9% | +1,324.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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