+489.1%
KLAC vs MSTR
+110.6%
+378.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.2% | +2.6% |
| 7D | +10.6% | +9.3% | +1.3% | +8.5% |
| 30D | -4.5% | +36.5% | -41.0% | -10.5% |
| 3M | -10.3% | +7.3% | -17.6% | -12.9% |
| 6M | +40.9% | +2.2% | +38.7% | +37.0% |
| YTD | +56.1% | -10.2% | +66.3% | +52.8% |
| 1Y | +109.0% | -58.6% | +167.6% | +134.1% |
| 3Y | +288.8% | +283.2% | +5.7% | +136.3% |
| 5Y | +489.1% | +113.8% | +375.4% | +256.8% |
| All | +489.1% | +110.6% | +378.5% | +256.8% |
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