+1,439.5%
MSTR vs LYB
+634.9%
+804.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -5.0% |
| 7D | +9.3% | -0.9% | +10.2% | +9.4% |
| 30D | +36.5% | +9.5% | +27.0% | +31.2% |
| 3M | +7.3% | +1.3% | +6.0% | +5.7% |
| 6M | +2.2% | -1.7% | +4.0% | -1.2% |
| YTD | -10.2% | +54.1% | -64.3% | -28.5% |
| 1Y | -58.6% | +25.7% | -84.3% | -64.3% |
| 3Y | +283.2% | -20.9% | +304.1% | +294.2% |
| 5Y | +113.8% | -1.5% | +115.3% | +105.4% |
| 10Y | +690.7% | +45.0% | +645.7% | +491.6% |
| All | +1,439.5% | +634.9% | +804.6% | +390.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling