+822.0%
MU vs MSTR
+60.8%
+761.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -9.3% | -8.2% | -15.5% |
| 7D | -29.7% | -8.7% | -21.0% | -28.3% |
| 30D | -37.2% | -21.4% | -15.8% | -34.0% |
| 3M | -26.5% | +31.4% | -57.9% | -31.4% |
| 6M | +2.6% | -30.8% | +33.4% | +8.4% |
| YTD | +130.1% | -14.9% | +145.1% | +128.3% |
| 1Y | +176.7% | -49.3% | +226.0% | +203.6% |
| 3Y | +813.1% | +184.8% | +628.3% | +523.1% |
| 5Y | +822.0% | +62.1% | +759.8% | +563.1% |
| All | +822.0% | +60.8% | +761.1% | +563.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling