+49.9%
MSTR vs LEN
-4.6%
+54.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +1.8% |
| 7D | -1.2% | +2.1% | -3.3% | -3.0% |
| 30D | -15.9% | +16.6% | -32.5% | -25.4% |
| 3M | +33.1% | +5.3% | +27.8% | +25.5% |
| 6M | -31.0% | -0.8% | -30.2% | -33.8% |
| YTD | -15.1% | -11.7% | -3.4% | -14.6% |
| 1Y | -45.6% | -24.6% | -21.0% | -38.5% |
| 3Y | +180.5% | -18.7% | +199.2% | +158.1% |
| All | +49.9% | -4.6% | +54.5% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling