+146.7%
GOOG vs MSTR
+305.2%
-158.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.9% |
| 7D | -2.1% | +12.2% | -14.3% | -3.2% |
| 30D | -6.8% | +45.2% | -52.0% | -10.0% |
| 3M | -9.1% | +10.4% | -19.5% | -10.6% |
| 6M | +10.7% | -2.5% | +13.2% | +9.6% |
| YTD | +7.1% | -6.0% | +13.1% | +5.7% |
| 1Y | +44.6% | -56.4% | +101.0% | +51.4% |
| All | +146.7% | +305.2% | -158.5% | +121.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling