+950.8%
MU vs MSTR
+122.4%
+828.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.0% |
| 7D | +12.8% | -13.4% | +26.2% | +16.0% |
| 30D | -14.9% | -22.1% | +7.2% | -10.5% |
| 3M | -18.0% | +15.0% | -33.0% | -21.0% |
| 6M | -3.1% | -37.3% | +34.2% | +4.0% |
| YTD | +172.9% | -26.5% | +199.4% | +179.5% |
| 1Y | +228.8% | -46.5% | +275.3% | +256.1% |
| 3Y | +950.8% | +121.1% | +829.8% | +967.7% |
| All | +950.8% | +122.4% | +828.5% | +967.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling