-56.4%
MSTR vs LYV
+6.6%
-63.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -0.8% |
| 7D | +12.2% | -4.5% | +16.7% | +13.6% |
| 30D | +45.2% | -5.5% | +50.6% | +47.3% |
| 3M | +10.4% | +7.8% | +2.6% | +7.9% |
| 6M | -2.5% | +9.4% | -11.9% | -5.8% |
| YTD | -6.0% | +21.8% | -27.8% | -12.4% |
| 1Y | -56.4% | +6.5% | -62.9% | -61.4% |
| All | -56.4% | +6.6% | -63.0% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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