+1,138.0%
MUU vs MSTR
-34.6%
+1,172.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -2.6% | +15.1% | +13.7% |
| 7D | -27.2% | -4.0% | -23.2% | -24.6% |
| 30D | -54.0% | -18.6% | -35.4% | -48.2% |
| 3M | -41.4% | +25.6% | -67.0% | -48.1% |
| 6M | -42.5% | -33.1% | -9.4% | -31.1% |
| YTD | +211.2% | -17.3% | +228.5% | +225.9% |
| 1Y | +313.4% | -48.1% | +361.5% | +443.9% |
| All | +1,138.0% | -34.6% | +1,172.6% | +1,450.9% |
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