+3,426.5%
STX vs MSTR
+739.0%
+2,687.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +6.5% |
| 7D | +2.4% | +12.2% | -9.8% | +0.7% |
| 30D | +1.4% | +45.2% | -43.8% | -3.8% |
| 3M | -8.2% | +10.4% | -18.6% | -10.2% |
| 6M | +127.0% | -2.5% | +129.5% | +124.6% |
| YTD | +209.1% | -6.0% | +215.2% | +203.5% |
| 1Y | +365.4% | -56.4% | +421.8% | +397.9% |
| 3Y | +1,135.4% | +306.3% | +829.1% | +792.3% |
| 5Y | +991.5% | +100.5% | +891.0% | +677.4% |
| All | +3,426.5% | +739.0% | +2,687.5% | +1,447.6% |
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