-23.0%
GOOG vs MSTR
-40.2%
+17.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +2.4% |
| 7D | +4.8% | -11.5% | +16.3% | +6.3% |
| 30D | -15.5% | -24.8% | +9.3% | -12.9% |
| 3M | -13.7% | +20.6% | -34.3% | -16.3% |
| 6M | -23.0% | -38.0% | +15.0% | -22.9% |
| All | -23.0% | -40.2% | +17.2% | -22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling