+103.8%
MSTR vs LYV
+93.4%
+10.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | -8.3% | -1.9% | -6.4% | -6.7% |
| 30D | +38.1% | -8.2% | +46.3% | +48.5% |
| 3M | +9.0% | -1.3% | +10.3% | +9.2% |
| 6M | -5.3% | +2.6% | -7.9% | -9.8% |
| YTD | -13.8% | +19.4% | -33.2% | -28.9% |
| 1Y | -59.8% | -2.2% | -57.6% | -60.9% |
| 3Y | +282.2% | +106.0% | +176.2% | +80.2% |
| All | +103.8% | +93.4% | +10.4% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling