+2,755.4%
AVGO vs MSTR
+696.8%
+2,058.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.4% | +7.4% | +3.7% |
| 7D | -0.3% | +9.3% | -9.6% | -2.1% |
| 30D | -13.8% | +36.5% | -50.3% | -18.7% |
| 3M | -6.9% | +7.3% | -14.3% | -9.4% |
| 6M | +11.9% | +2.2% | +9.7% | +9.2% |
| YTD | +6.9% | -10.2% | +17.0% | +5.0% |
| 1Y | +7.4% | -58.6% | +66.0% | +18.6% |
| 3Y | +345.6% | +283.2% | +62.4% | +204.5% |
| 5Y | +718.9% | +113.8% | +605.1% | +448.0% |
| 10Y | +2,755.4% | +690.7% | +2,064.6% | +825.4% |
| All | +2,755.4% | +696.8% | +2,058.5% | +825.4% |
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