+11,639.4%
GOOG vs MSTR
+3,518.8%
+8,120.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.8% |
| 7D | +1.2% | -14.2% | +15.3% | +3.5% |
| 30D | -16.7% | -19.9% | +3.1% | -14.0% |
| 3M | -15.2% | +27.3% | -42.5% | -19.6% |
| 6M | -24.8% | -37.6% | +12.8% | -20.9% |
| YTD | -7.2% | -19.5% | +12.3% | -8.2% |
| 1Y | -0.1% | -47.1% | +47.0% | +5.3% |
| 3Y | +118.8% | +140.3% | -21.4% | +52.1% |
| 5Y | +99.9% | +49.5% | +50.4% | +33.0% |
| 10Y | +678.2% | +521.9% | +156.3% | +210.5% |
| All | +11,639.4% | +3,518.8% | +8,120.6% | +2,632.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling