+700.7%
GOOGL vs MSTR
+475.5%
+225.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.5% | +8.3% | +2.6% |
| 7D | +5.7% | -11.5% | +17.2% | +7.3% |
| 30D | -15.6% | -24.8% | +9.3% | -12.7% |
| 3M | -13.0% | +20.6% | -33.6% | -16.0% |
| 6M | -22.8% | -38.0% | +15.2% | -19.6% |
| YTD | -4.4% | -24.7% | +20.3% | -4.3% |
| 1Y | +4.5% | -49.1% | +53.5% | +9.6% |
| 3Y | +127.4% | +124.7% | +2.7% | +73.4% |
| 5Y | +102.8% | +40.9% | +61.9% | +45.9% |
| All | +700.7% | +475.5% | +225.1% | +212.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling