+4,271.9%
MU vs MSTR
+568.7%
+3,703.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +8.8% | +6.8% |
| 7D | -12.0% | -4.0% | -8.1% | -11.2% |
| 30D | -28.7% | -18.6% | -10.1% | -25.6% |
| 3M | -16.4% | +25.6% | -42.0% | -21.2% |
| 6M | -1.8% | -33.1% | +31.3% | +4.2% |
| YTD | +157.1% | -17.3% | +174.4% | +156.2% |
| 1Y | +208.5% | -48.1% | +256.6% | +236.3% |
| 3Y | +906.2% | +154.2% | +752.0% | +603.1% |
| 5Y | +893.4% | +46.2% | +847.2% | +569.5% |
| 10Y | +4,271.9% | +554.5% | +3,717.3% | +1,191.7% |
| All | +4,271.9% | +568.7% | +3,703.2% | +1,191.7% |
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