+1,120.6%
MSTR vs LEN
+824.0%
+296.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.7% |
| 7D | -1.2% | +2.1% | -3.3% | -2.0% |
| 30D | -15.9% | +16.6% | -32.5% | -20.3% |
| 3M | +33.1% | +5.3% | +27.8% | +29.8% |
| 6M | -31.0% | -0.8% | -30.2% | -32.0% |
| YTD | -15.1% | -11.7% | -3.4% | -14.1% |
| 1Y | -45.6% | -24.6% | -21.0% | -42.4% |
| 3Y | +180.5% | -18.7% | +199.2% | +189.1% |
| 5Y | +61.7% | -4.4% | +66.1% | +63.5% |
| 10Y | +578.0% | +152.2% | +425.8% | +384.0% |
| All | +1,120.6% | +824.0% | +296.7% | +240.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling