+38.3%
GOOG vs MSTR
-61.4%
+99.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.9% |
| 7D | -2.5% | -11.2% | +8.7% | -1.5% |
| 30D | -3.6% | +33.8% | -37.4% | -6.5% |
| 3M | -6.4% | +11.5% | -17.9% | -8.3% |
| 6M | +7.8% | -7.2% | +14.9% | +6.8% |
| YTD | +5.5% | -15.4% | +20.9% | +6.4% |
| 1Y | +38.3% | -60.6% | +98.9% | +49.3% |
| All | +38.3% | -61.4% | +99.6% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling