+189.8%
MU vs MSTR
-48.9%
+238.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.2% |
| 7D | -22.0% | -1.2% | -20.8% | -21.5% |
| 30D | -36.6% | -15.9% | -20.6% | -33.9% |
| 3M | -21.7% | +33.1% | -54.8% | -27.2% |
| 6M | +3.5% | -31.0% | +34.5% | +11.4% |
| YTD | +141.9% | -15.1% | +157.1% | +143.5% |
| 1Y | +189.8% | -45.6% | +235.5% | +215.4% |
| All | +189.8% | -48.9% | +238.7% | +215.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling