+570.4%
MSTR vs LIN
+424.3%
+146.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | +0.5% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -15.9% | +6.5% | -22.4% | -19.5% |
| 3M | +33.1% | +5.5% | +27.6% | +27.8% |
| 6M | -31.0% | +3.3% | -34.3% | -33.3% |
| YTD | -15.1% | +22.0% | -37.2% | -27.4% |
| 1Y | -45.6% | +25.7% | -71.4% | -54.6% |
| 3Y | +180.5% | +36.2% | +144.3% | +121.5% |
| 5Y | +61.7% | +66.1% | -4.4% | +13.2% |
| All | +570.4% | +424.3% | +146.2% | +182.7% |
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