+133.7%
GOOG vs MSTR
+110.6%
+23.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.6% |
| 7D | +1.1% | +9.3% | -8.2% | -0.2% |
| 30D | -5.1% | +36.5% | -41.6% | -9.3% |
| 3M | -7.1% | +7.3% | -14.4% | -9.0% |
| 6M | +12.7% | +2.2% | +10.4% | +10.4% |
| YTD | +7.1% | -10.2% | +17.2% | +5.4% |
| 1Y | +43.6% | -58.6% | +102.2% | +55.5% |
| 3Y | +146.8% | +283.2% | -136.4% | +67.0% |
| 5Y | +133.7% | +113.8% | +19.9% | +51.2% |
| All | +133.7% | +110.6% | +23.0% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling