+750.9%
GOOGL vs MSTR
+696.8%
+54.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.5% |
| 7D | +1.1% | +9.3% | -8.3% | -0.2% |
| 30D | -4.4% | +36.5% | -40.9% | -8.6% |
| 3M | -6.8% | +7.3% | -14.1% | -8.7% |
| 6M | +13.6% | +2.2% | +11.3% | +11.4% |
| YTD | +8.3% | -10.2% | +18.5% | +6.7% |
| 1Y | +44.9% | -58.6% | +103.6% | +56.4% |
| 3Y | +150.5% | +283.2% | -132.7% | +77.0% |
| 5Y | +137.7% | +113.8% | +23.9% | +62.9% |
| 10Y | +750.9% | +690.7% | +60.2% | +229.0% |
| All | +750.9% | +696.8% | +54.1% | +229.0% |
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