+555.5%
AMZN vs MSTR
+696.8%
-141.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | 0.0% |
| 7D | +0.8% | +9.3% | -8.5% | -0.7% |
| 30D | -6.4% | +36.5% | -42.9% | -11.3% |
| 3M | +4.8% | +7.3% | -2.5% | +2.2% |
| 6M | +20.5% | +2.2% | +18.3% | +17.6% |
| YTD | +11.3% | -10.2% | +21.5% | +9.1% |
| 1Y | +9.0% | -58.6% | +67.6% | +19.5% |
| 3Y | +85.9% | +283.2% | -197.3% | +21.9% |
| 5Y | +45.8% | +113.8% | -68.0% | -8.8% |
| 10Y | +555.5% | +690.7% | -135.2% | +166.5% |
| All | +555.5% | +696.8% | -141.3% | +166.5% |
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