+121.2%
INTC vs MSTR
+533.3%
-412.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.1% | +6.5% | +7.4% |
| 7D | +7.3% | -14.2% | +21.4% | +9.8% |
| 30D | -38.3% | -19.9% | -18.5% | -36.0% |
| 3M | -36.0% | +27.3% | -63.4% | -38.6% |
| 6M | -51.7% | -37.6% | -14.2% | -48.9% |
| YTD | +69.4% | -19.5% | +88.9% | +70.2% |
| 1Y | +65.0% | -47.1% | +112.1% | +75.5% |
| 3Y | +63.0% | +140.3% | -77.3% | +23.2% |
| 5Y | +33.4% | +49.5% | -16.1% | -3.9% |
| 10Y | +121.2% | +521.9% | -400.7% | -13.1% |
| All | +121.2% | +533.3% | -412.1% | -13.1% |
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