#AfterTaxMSTR

The chart shows the growth of an initial investment of $10,000 in #AfterTaxMSTR, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Jun 9, 2026, the #AfterTaxMSTR returned 21.80% Year-To-Date and 31.39% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 12, 2010, #AfterTaxMSTR's average daily return is +0.15%, while the average monthly return is +2.91%. At this rate, an investment would double in approximately 2.0 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +33.6%, while the worst month was Mar 2020 at -39.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, #AfterTaxMSTR closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +23.7%, while the worst single day was Mar 16, 2020 at -26.9%.

#AfterTaxMSTR has an annualized alpha of 3.29%, beta of 2.50, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since February 12, 2010.

• This portfolio captured 367.07% of S&P 500 Index gains and 202.49% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 3.29% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of 2.50 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

#AfterTaxMSTR has an expense ratio of 0.78%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

#AfterTaxMSTR ranks 43 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The table below presents risk-adjusted performance metrics for #AfterTaxMSTR and compares them with S&P 500 Index.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

#AfterTaxMSTR Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 2.17
• 5-Year: 0.55
• 10-Year: 0.69
• All Time: 0.71

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.62 to 2.51, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of #AfterTaxMSTR compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

#AfterTaxMSTR provided a 0.46% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the #AfterTaxMSTR. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the #AfterTaxMSTR was 67.17%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current #AfterTaxMSTR drawdown is 8.54%.

The chart below shows the rolling one-month volatility.