+2,538.2%
MUU vs MSTR
-28.9%
+2,567.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | -1.0% |
| 7D | +13.9% | +9.3% | +4.6% | +8.2% |
| 30D | +24.8% | +36.5% | -11.7% | +5.0% |
| 3M | -15.7% | +7.3% | -23.1% | -20.6% |
| 6M | +338.9% | +2.2% | +336.6% | +331.9% |
| YTD | +563.2% | -10.2% | +573.3% | +559.3% |
| 1Y | +2,577.5% | -58.6% | +2,636.1% | +3,829.7% |
| All | +2,538.2% | -28.9% | +2,567.1% | +3,037.1% |
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 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