+2,062.4%
AVGO vs MSTR
+568.1%
+1,494.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -9.9% | -1.2% | -8.7% | -9.7% |
| 30D | -22.0% | -15.9% | -6.1% | -19.8% |
| 3M | -30.0% | +33.1% | -63.2% | -34.1% |
| 6M | -30.7% | -31.0% | +0.3% | -28.0% |
| YTD | -14.7% | -15.1% | +0.5% | -15.8% |
| 1Y | -16.8% | -45.6% | +28.9% | -12.0% |
| 3Y | +244.4% | +180.5% | +63.9% | +147.6% |
| 5Y | +474.0% | +61.7% | +412.4% | +302.5% |
| All | +2,062.4% | +568.1% | +1,494.3% | +571.3% |
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