+11,349.2%
GOOGL vs MSTR
+3,713.4%
+7,635.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.7% |
| 3M | -20.3% | +33.1% | -53.5% | -24.9% |
| 6M | -28.4% | -31.0% | +2.6% | -25.9% |
| YTD | -8.8% | -15.1% | +6.3% | -10.5% |
| 1Y | +0.3% | -45.6% | +45.9% | +5.3% |
| 3Y | +120.7% | +180.5% | -59.8% | +49.1% |
| 5Y | +93.1% | +61.7% | +31.5% | +26.7% |
| 10Y | +636.1% | +578.0% | +58.1% | +188.4% |
| All | +11,349.2% | +3,713.4% | +7,635.8% | +2,539.7% |
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