+1,887.7%
MSTR vs LVS
+56.9%
+1,830.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -3.9% |
| 7D | -10.7% | +6.7% | -17.4% | -11.9% |
| 30D | -21.6% | +13.8% | -35.3% | -23.7% |
| 3M | +24.4% | -9.5% | +33.9% | +26.7% |
| 6M | -35.5% | -22.0% | -13.4% | -32.3% |
| YTD | -20.3% | -35.7% | +15.3% | -13.1% |
| 1Y | -49.3% | -36.7% | -12.6% | -44.6% |
| 3Y | +137.8% | -8.8% | +146.6% | +139.7% |
| 5Y | +48.3% | +9.5% | +38.8% | +46.6% |
| 10Y | +526.8% | -10.9% | +537.7% | +519.2% |
| All | +1,887.7% | +56.9% | +1,830.7% | +1,484.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling