+40.4%
MSTR vs LEN
-13.2%
+53.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.5% |
| 7D | -13.4% | -5.8% | -7.6% | -10.0% |
| 30D | -22.1% | +13.7% | -35.8% | -29.7% |
| 3M | +15.0% | -3.9% | +18.8% | +15.4% |
| 6M | -37.3% | -0.4% | -36.9% | -40.5% |
| YTD | -26.5% | -16.8% | -9.7% | -23.1% |
| 1Y | -46.5% | -29.5% | -17.0% | -36.6% |
| 3Y | +121.1% | -25.6% | +146.7% | +118.5% |
| All | +40.4% | -13.2% | +53.6% | -5.8% |
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