+9,141.1%
MU vs MSTR
+1,685.0%
+7,456.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.5% | +6.4% |
| 7D | +9.0% | +12.2% | -3.2% | +6.3% |
| 30D | +13.8% | +45.2% | -31.4% | +5.4% |
| 3M | +2.1% | +10.4% | -8.3% | -1.0% |
| 6M | +153.8% | -2.5% | +156.3% | +150.8% |
| YTD | +256.4% | -6.0% | +262.4% | +248.1% |
| 1Y | +719.8% | -56.4% | +776.2% | +816.3% |
| 3Y | +1,360.4% | +306.3% | +1,054.1% | +860.8% |
| 5Y | +1,312.4% | +100.5% | +1,211.9% | +836.5% |
| 10Y | +6,142.6% | +741.1% | +5,401.5% | +2,759.1% |
| All | +9,141.1% | +1,685.0% | +7,456.1% | +2,349.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling