+121.1%
MSTR vs LEN
-25.9%
+146.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.5% |
| 7D | -13.4% | -5.8% | -7.6% | -11.6% |
| 30D | -22.1% | +13.7% | -35.8% | -26.2% |
| 3M | +15.0% | -3.9% | +18.8% | +15.6% |
| 6M | -37.3% | -0.4% | -36.9% | -38.8% |
| YTD | -26.5% | -16.8% | -9.7% | -24.5% |
| 1Y | -46.5% | -29.5% | -17.0% | -40.4% |
| 3Y | +121.1% | -25.6% | +146.7% | +173.5% |
| All | +121.1% | -25.9% | +146.9% | +173.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling