+161.0%
MSTR vs LVS
-10.4%
+171.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -1.2% | +11.1% | -12.3% | -6.1% |
| 30D | -15.9% | +14.7% | -30.6% | -21.4% |
| 3M | +33.1% | -10.9% | +44.1% | +40.1% |
| 6M | -31.0% | -22.3% | -8.6% | -22.4% |
| YTD | -15.1% | -35.8% | +20.7% | +5.0% |
| 1Y | -45.6% | -33.5% | -12.2% | -34.2% |
| All | +161.0% | -10.4% | +171.3% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 3y: compounded portfolio wealth divided by compounded LVS 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…
3y analysis · Full analysis span regression · 6 months rolling