+1,089.0%
MSTR vs LNG
+7,883.6%
-6,794.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -2.8% |
| 7D | -4.0% | -8.4% | +4.4% | -3.3% |
| 30D | -18.6% | +2.7% | -21.3% | -18.9% |
| 3M | +25.6% | +11.7% | +13.8% | +24.3% |
| 6M | -33.1% | +19.5% | -52.5% | -34.2% |
| YTD | -17.3% | +48.0% | -65.3% | -20.4% |
| 1Y | -48.1% | +38.4% | -86.4% | -49.7% |
| 3Y | +154.2% | +71.9% | +82.3% | +142.3% |
| 5Y | +46.2% | +179.9% | -133.7% | +34.7% |
| 10Y | +554.5% | +700.5% | -146.0% | +456.8% |
| All | +1,089.0% | +7,883.6% | -6,794.6% | +648.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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