+691.7%
AVGO vs MSTR
+104.3%
+587.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | -3.0% | +12.2% | -15.1% | -5.0% |
| 30D | -14.4% | +45.2% | -59.6% | -19.8% |
| 3M | -14.4% | +10.4% | -24.8% | -16.8% |
| 6M | +13.1% | -2.5% | +15.6% | +11.4% |
| YTD | +3.8% | -6.0% | +9.8% | +1.4% |
| 1Y | +17.8% | -56.4% | +74.2% | +28.5% |
| 3Y | +325.3% | +306.3% | +19.0% | +198.9% |
| All | +691.7% | +104.3% | +587.4% | +456.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling