+767.4%
GOOG vs MSTR
+652.3%
+115.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.0% |
| 7D | -2.5% | -11.2% | +8.7% | -1.1% |
| 30D | -3.6% | +33.8% | -37.4% | -7.6% |
| 3M | -6.4% | +11.5% | -17.9% | -8.7% |
| 6M | +7.8% | -7.2% | +14.9% | +6.9% |
| YTD | +5.5% | -15.4% | +20.9% | +4.6% |
| 1Y | +38.3% | -60.6% | +98.9% | +50.1% |
| 3Y | +143.1% | +260.8% | -117.7% | +73.3% |
| 5Y | +135.0% | +108.8% | +26.2% | +61.7% |
| All | +767.4% | +652.3% | +115.0% | +241.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling