+121.1%
MSTR vs LYB
-15.9%
+137.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.6% |
| 7D | -13.4% | +6.1% | -19.5% | -14.6% |
| 30D | -22.1% | +5.3% | -27.4% | -23.4% |
| 3M | +15.0% | +4.3% | +10.6% | +12.3% |
| 6M | -37.3% | -10.8% | -26.5% | -35.7% |
| YTD | -26.5% | +53.8% | -80.3% | -45.9% |
| 1Y | -46.5% | +50.5% | -96.9% | -60.4% |
| 3Y | +121.1% | -16.4% | +137.5% | +142.5% |
| All | +121.1% | -15.9% | +137.0% | +142.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling