+31,416.6%
AVGO vs MSTR
+2,123.6%
+29,293.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | -3.0% | +12.2% | -15.1% | -5.4% |
| 30D | -14.4% | +45.2% | -59.6% | -21.0% |
| 3M | -14.4% | +10.4% | -24.8% | -17.4% |
| 6M | +13.1% | -2.5% | +15.6% | +10.8% |
| YTD | +3.8% | -6.0% | +9.8% | +0.7% |
| 1Y | +17.8% | -56.4% | +74.2% | +31.0% |
| 3Y | +325.3% | +306.3% | +19.0% | +161.6% |
| 5Y | +689.9% | +100.5% | +589.4% | +386.9% |
| 10Y | +2,597.0% | +741.1% | +1,855.9% | +741.3% |
| All | +31,416.6% | +2,123.6% | +29,293.0% | +7,109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling