+815.6%
MSTR vs ANET
+5,680.0%
-4,864.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.6% | -3.7% | -0.2% |
| 7D | -8.3% | +3.0% | -11.3% | -9.3% |
| 30D | +38.1% | -5.2% | +43.3% | +40.8% |
| 3M | +9.0% | +27.6% | -18.6% | -2.2% |
| 6M | -5.3% | +44.4% | -49.7% | -20.3% |
| YTD | -13.8% | +52.3% | -66.1% | -29.0% |
| 1Y | -59.8% | +30.4% | -90.2% | -65.2% |
| 3Y | +282.2% | +313.3% | -31.1% | +106.5% |
| 5Y | +112.8% | +810.0% | -697.3% | -8.9% |
| 10Y | +667.3% | +3,903.8% | -3,236.6% | +144.0% |
| All | +815.6% | +5,680.0% | -4,864.4% | +172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling