+58.1%
INTC vs MSTR
+122.4%
-64.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.2% |
| 7D | +6.0% | -13.4% | +19.4% | +8.1% |
| 30D | -39.2% | -22.1% | -17.1% | -36.8% |
| 3M | -42.9% | +15.0% | -57.9% | -43.9% |
| 6M | -50.4% | -37.3% | -13.1% | -47.9% |
| YTD | +61.7% | -26.5% | +88.2% | +64.7% |
| 1Y | +66.1% | -46.5% | +112.6% | +74.7% |
| 3Y | +58.1% | +121.1% | -62.9% | +76.4% |
| All | +58.1% | +122.4% | -64.2% | +76.4% |
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 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