-42.3%
MSTR vs ANET
+16.8%
-59.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.0% | +0.1% | +3.2% |
| 7D | -1.8% | -4.4% | +2.6% | -0.1% |
| 30D | -13.3% | -13.7% | +0.4% | -8.8% |
| 3M | +46.0% | -6.3% | +52.3% | +48.4% |
| 6M | -22.4% | +3.4% | -25.8% | -25.4% |
| YTD | -6.2% | +36.2% | -42.4% | -23.3% |
| 1Y | -42.3% | +16.2% | -58.5% | -51.5% |
| All | -42.3% | +16.8% | -59.0% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ANET.
Daily Out/Under-Performance
Portfolio return minus ANET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ANET 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 1y: compounded portfolio wealth divided by compounded ANET 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…
1y analysis · Full analysis span regression · 6 months rolling