+1,252.0%
MSTR vs LNG
+8,062.7%
-6,810.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | +12.2% | +3.4% | +8.7% | +11.9% |
| 30D | +45.2% | +14.9% | +30.3% | +43.5% |
| 3M | +10.4% | +21.4% | -11.0% | +8.5% |
| 6M | -2.5% | +17.8% | -20.3% | -4.2% |
| YTD | -6.0% | +51.3% | -57.3% | -9.5% |
| 1Y | -56.4% | +24.4% | -80.8% | -57.4% |
| 3Y | +306.3% | +79.7% | +226.6% | +286.4% |
| 5Y | +100.5% | +241.3% | -140.8% | +82.4% |
| 10Y | +741.1% | +603.1% | +138.0% | +621.6% |
| All | +1,252.0% | +8,062.7% | -6,810.8% | +750.5% |
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