+659.5%
MSTR vs LYB
+48.3%
+611.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | -8.3% | +0.3% | -8.6% | -8.4% |
| 30D | +38.1% | +2.5% | +35.6% | +36.4% |
| 3M | +9.0% | +1.4% | +7.6% | +7.5% |
| 6M | -5.3% | -3.5% | -1.8% | -7.9% |
| YTD | -13.8% | +52.0% | -65.8% | -31.2% |
| 1Y | -59.8% | +22.1% | -81.9% | -65.0% |
| 3Y | +282.2% | -22.8% | +305.0% | +295.2% |
| 5Y | +112.8% | -3.4% | +116.1% | +106.2% |
| All | +659.5% | +48.3% | +611.2% | +585.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling