+495.5%
MSTR vs LEN
+136.8%
+358.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.2% | -3.3% | -5.1% |
| 7D | -11.5% | -8.7% | -2.8% | -7.9% |
| 30D | -24.8% | +11.6% | -36.4% | -28.9% |
| 3M | +20.6% | -1.3% | +21.9% | +19.7% |
| 6M | -38.0% | -1.4% | -36.5% | -39.3% |
| YTD | -24.7% | -16.9% | -7.8% | -21.7% |
| 1Y | -49.1% | -31.2% | -17.9% | -42.4% |
| 3Y | +124.7% | -25.6% | +150.3% | +140.8% |
| 5Y | +40.9% | -13.3% | +54.2% | +39.1% |
| All | +495.5% | +136.8% | +358.7% | +343.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling