+762.1%
GOOG vs MSTR
+676.6%
+85.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.7% |
| 7D | -1.6% | +7.7% | -9.3% | -2.6% |
| 30D | -7.7% | +36.3% | -44.0% | -11.7% |
| 3M | -9.3% | +13.4% | -22.7% | -11.7% |
| 6M | +7.4% | -4.5% | +11.9% | +6.3% |
| YTD | +4.9% | -12.7% | +17.5% | +3.6% |
| 1Y | +37.2% | -59.6% | +96.8% | +48.5% |
| 3Y | +141.6% | +272.5% | -130.8% | +71.6% |
| 5Y | +128.8% | +107.1% | +21.6% | +57.6% |
| All | +762.1% | +676.6% | +85.5% | +238.1% |
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