+690.7%
MSTR vs LEN
+99.2%
+591.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.8% | -0.6% | -2.6% |
| 7D | +9.3% | -2.9% | +12.2% | +10.9% |
| 30D | +36.5% | -8.9% | +45.4% | +42.3% |
| 3M | +7.3% | -10.9% | +18.2% | +11.6% |
| 6M | +2.2% | -19.7% | +21.9% | +11.5% |
| YTD | -10.2% | -20.6% | +10.4% | -3.4% |
| 1Y | -58.6% | -42.4% | -16.2% | -48.4% |
| 3Y | +283.2% | -26.5% | +309.7% | +317.9% |
| 5Y | +113.8% | -10.9% | +124.7% | +114.4% |
| 10Y | +690.7% | +100.6% | +590.1% | +493.5% |
| All | +690.7% | +99.2% | +591.5% | +493.5% |
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