+304.5%
MSTR vs LVS
-8.9%
+313.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | +12.2% | -1.5% | +13.7% | +12.9% |
| 30D | +45.2% | -3.2% | +48.4% | +46.9% |
| 3M | +10.4% | -12.0% | +22.4% | +17.3% |
| 6M | -2.5% | -19.9% | +17.4% | +8.6% |
| YTD | -6.0% | -30.6% | +24.6% | +12.9% |
| 1Y | -56.4% | -17.7% | -38.7% | -53.0% |
| All | +304.5% | -8.9% | +313.3% | +234.3% |
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