+554.5%
MSTR vs LEN
+166.0%
+388.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.8% | -4.0% |
| 7D | -4.0% | +0.6% | -4.6% | -4.5% |
| 30D | -18.6% | +19.4% | -38.0% | -25.4% |
| 3M | +25.6% | +4.5% | +21.0% | +21.4% |
| 6M | -33.1% | +4.9% | -38.0% | -36.3% |
| YTD | -17.3% | -8.9% | -8.4% | -17.5% |
| 1Y | -48.1% | -23.0% | -25.1% | -44.2% |
| 3Y | +154.2% | -16.7% | +170.9% | +159.0% |
| 5Y | +46.2% | -4.5% | +50.7% | +38.4% |
| 10Y | +554.5% | +162.2% | +392.4% | +376.6% |
| All | +554.5% | +166.0% | +388.5% | +376.6% |
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