-42.3%
MSTR vs LYB
+47.4%
-89.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.7% | +9.8% | +4.1% |
| 7D | -1.8% | -6.2% | +4.4% | -2.9% |
| 30D | -13.3% | +6.3% | -19.6% | -12.3% |
| 3M | +46.0% | +4.1% | +41.9% | +46.6% |
| 6M | -22.4% | -15.5% | -7.0% | -22.7% |
| YTD | -6.2% | +50.2% | -56.4% | -18.4% |
| 1Y | -42.3% | +50.6% | -92.9% | -49.6% |
| All | -42.3% | +47.4% | -89.7% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling