+2,244.4%
MSTR vs LVS
+69.2%
+2,175.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +12.2% | -1.5% | +13.7% | +12.5% |
| 30D | +45.2% | -3.2% | +48.4% | +45.9% |
| 3M | +10.4% | -12.0% | +22.4% | +13.1% |
| 6M | -2.5% | -19.9% | +17.4% | +1.8% |
| YTD | -6.0% | -30.6% | +24.6% | +1.0% |
| 1Y | -56.4% | -17.7% | -38.7% | -55.0% |
| 3Y | +306.3% | -14.2% | +320.5% | +314.4% |
| 5Y | +100.5% | +9.6% | +90.9% | +97.0% |
| 10Y | +741.1% | +5.7% | +735.4% | +708.0% |
| All | +2,244.4% | +69.2% | +2,175.2% | +1,741.4% |
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