+572.4%
MSTR vs LIN
+430.4%
+142.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.6% | -8.9% |
| 7D | -8.7% | +3.6% | -12.3% | -10.8% |
| 30D | -21.4% | +6.4% | -27.8% | -24.7% |
| 3M | +31.4% | +6.5% | +24.9% | +25.5% |
| 6M | -30.8% | +4.9% | -35.7% | -33.8% |
| YTD | -14.9% | +23.4% | -38.4% | -27.7% |
| 1Y | -49.3% | +26.3% | -75.6% | -57.7% |
| 3Y | +184.8% | +38.0% | +146.8% | +123.0% |
| 5Y | +62.1% | +68.0% | -5.9% | +12.7% |
| All | +572.4% | +430.4% | +142.0% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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