+120.7%
GOOGL vs MSTR
+179.7%
-58.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +1.8% | -1.2% | +3.0% | +1.8% |
| 30D | -18.8% | -15.9% | -2.8% | -17.7% |
| 3M | -20.3% | +33.1% | -53.5% | -22.7% |
| 6M | -28.4% | -31.0% | +2.6% | -27.2% |
| YTD | -8.8% | -15.1% | +6.3% | -9.4% |
| 1Y | +0.3% | -45.6% | +45.9% | +2.9% |
| 3Y | +120.7% | +180.5% | -59.8% | +130.9% |
| All | +120.7% | +179.7% | -58.9% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling