+96.0%
GOOG vs MSTR
+49.0%
+47.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.1% |
| 7D | +2.4% | -10.7% | +13.1% | +3.8% |
| 30D | -18.1% | -21.6% | +3.5% | -15.7% |
| 3M | -19.9% | +24.4% | -44.3% | -22.9% |
| 6M | -28.2% | -35.5% | +7.3% | -25.5% |
| YTD | -9.0% | -20.3% | +11.3% | -9.5% |
| 1Y | -1.7% | -49.3% | +47.6% | +3.4% |
| 3Y | +114.5% | +137.8% | -23.2% | +57.7% |
| All | +96.0% | +49.0% | +47.0% | +39.7% |
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