+121.1%
MSTR vs AZO
+20.6%
+100.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.5% |
| 7D | -13.4% | +1.3% | -14.8% | -13.7% |
| 30D | -22.1% | +12.0% | -34.0% | -24.6% |
| 3M | +15.0% | +7.2% | +7.7% | +12.4% |
| 6M | -37.3% | -3.2% | -34.1% | -36.9% |
| YTD | -26.5% | -3.9% | -22.7% | -25.4% |
| 1Y | -46.5% | -14.7% | -31.8% | -43.6% |
| 3Y | +121.1% | +20.4% | +100.7% | +90.5% |
| All | +121.1% | +20.6% | +100.5% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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