+103.8%
MSTR vs ANET
+813.4%
-709.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.6% | -3.7% | -1.3% |
| 7D | -8.3% | +3.0% | -11.3% | -9.8% |
| 30D | +38.1% | -5.2% | +43.3% | +42.0% |
| 3M | +9.0% | +27.6% | -18.6% | -7.8% |
| 6M | -5.3% | +44.4% | -49.7% | -28.0% |
| YTD | -13.8% | +52.3% | -66.1% | -36.9% |
| 1Y | -59.8% | +30.4% | -90.2% | -68.3% |
| 3Y | +282.2% | +313.3% | -31.1% | +16.0% |
| All | +103.8% | +813.4% | -709.6% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling