+570.0%
AVGO vs MSTR
+36.1%
+533.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.4% | -2.3% | -4.4% |
| 7D | +18.2% | -13.4% | +31.6% | +20.6% |
| 30D | +0.2% | -22.1% | +22.3% | +4.0% |
| 3M | -16.8% | +15.0% | -31.7% | -19.6% |
| 6M | -16.5% | -37.3% | +20.8% | -12.1% |
| YTD | +0.8% | -26.5% | +27.4% | +1.7% |
| 1Y | +2.8% | -46.5% | +49.3% | +8.7% |
| 3Y | +278.5% | +121.1% | +157.5% | +192.9% |
| All | +570.0% | +36.1% | +533.9% | +444.4% |
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 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