+2,071.0%
STX vs MSTR
+568.7%
+1,502.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.6% | +12.4% | +10.1% |
| 7D | -14.8% | -4.0% | -10.8% | -14.3% |
| 30D | -35.4% | -18.6% | -16.7% | -33.6% |
| 3M | -37.7% | +25.6% | -63.3% | -39.8% |
| 6M | -35.2% | -33.1% | -2.2% | -32.9% |
| YTD | +84.4% | -17.3% | +101.7% | +83.8% |
| 1Y | +82.3% | -48.1% | +130.3% | +91.6% |
| 3Y | +646.2% | +154.2% | +492.0% | +475.8% |
| 5Y | +487.4% | +46.2% | +441.2% | +335.7% |
| 10Y | +2,071.0% | +554.5% | +1,516.5% | +867.5% |
| All | +2,071.0% | +568.7% | +1,502.3% | +867.5% |
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