+180.5%
MSTR vs ILMN
+88.1%
+92.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -1.1% |
| 7D | -1.2% | -9.7% | +8.5% | +2.2% |
| 30D | -15.9% | -20.4% | +4.5% | -9.4% |
| 3M | +33.1% | +10.0% | +23.1% | +28.7% |
| 6M | -31.0% | +49.5% | -80.5% | -39.6% |
| YTD | -15.1% | +62.5% | -77.6% | -28.9% |
| 1Y | -45.6% | +76.0% | -121.6% | -55.8% |
| 3Y | +180.5% | +94.2% | +86.3% | +106.7% |
| All | +180.5% | +88.1% | +92.5% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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