+92.9%
GOOGL vs MSTR
+53.1%
+39.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +1.8% | -1.2% | +3.0% | +1.9% |
| 30D | -18.8% | -15.9% | -2.8% | -17.1% |
| 3M | -20.3% | +33.1% | -53.5% | -24.0% |
| 6M | -28.4% | -31.0% | +2.6% | -26.4% |
| YTD | -8.8% | -15.1% | +6.3% | -10.0% |
| 1Y | +0.3% | -45.6% | +45.9% | +4.6% |
| 3Y | +120.7% | +180.5% | -59.8% | +57.6% |
| All | +92.9% | +53.1% | +39.8% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling