+13,507.3%
GOOGL vs MSTR
+4,123.6%
+9,383.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -2.3% | +12.2% | -14.5% | -4.3% |
| 30D | -6.6% | +45.2% | -51.7% | -12.6% |
| 3M | -8.9% | +10.4% | -19.3% | -11.7% |
| 6M | +11.9% | -2.5% | +14.4% | +9.9% |
| YTD | +8.3% | -6.0% | +14.4% | +5.4% |
| 1Y | +46.2% | -56.4% | +102.6% | +59.3% |
| 3Y | +151.9% | +306.3% | -154.4% | +59.6% |
| 5Y | +137.7% | +100.5% | +37.2% | +50.5% |
| 10Y | +757.6% | +741.1% | +16.5% | +223.3% |
| All | +13,507.3% | +4,123.6% | +9,383.7% | +3,007.5% |
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