+5,975.2%
MU vs MSTR
+739.0%
+5,236.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.5% | +6.4% |
| 7D | +9.0% | +12.2% | -3.2% | +6.1% |
| 30D | +13.8% | +45.2% | -31.4% | +4.6% |
| 3M | +2.1% | +10.4% | -8.3% | -1.3% |
| 6M | +153.8% | -2.5% | +156.3% | +150.5% |
| YTD | +256.4% | -6.0% | +262.4% | +247.4% |
| 1Y | +719.8% | -56.4% | +776.2% | +826.2% |
| 3Y | +1,360.4% | +306.3% | +1,054.1% | +826.9% |
| 5Y | +1,312.4% | +100.5% | +1,211.9% | +795.2% |
| All | +5,975.2% | +739.0% | +5,236.2% | +1,748.7% |
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