+13,444.1%
GOOG vs MSTR
+4,123.6%
+9,320.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.8% |
| 7D | -2.1% | +12.2% | -14.3% | -4.1% |
| 30D | -6.8% | +45.2% | -52.0% | -12.8% |
| 3M | -9.1% | +10.4% | -19.5% | -11.8% |
| 6M | +10.7% | -2.5% | +13.2% | +8.8% |
| YTD | +7.1% | -6.0% | +13.1% | +4.1% |
| 1Y | +44.6% | -56.4% | +101.0% | +57.6% |
| 3Y | +147.4% | +306.3% | -158.9% | +56.8% |
| 5Y | +133.8% | +100.5% | +33.3% | +48.1% |
| 10Y | +777.5% | +741.1% | +36.4% | +231.5% |
| All | +13,444.1% | +4,123.6% | +9,320.5% | +2,998.5% |
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