-37.3%
MSTR vs LYB
-12.3%
-25.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -1.9% |
| 7D | -13.4% | +6.1% | -19.5% | -10.4% |
| 30D | -22.1% | +5.3% | -27.4% | -19.6% |
| 3M | +15.0% | +4.3% | +10.6% | +17.1% |
| 6M | -37.3% | -10.8% | -26.5% | -46.4% |
| All | -37.3% | -12.3% | -25.0% | -46.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling