+1,525.0%
MSTR vs LYV
+1,445.4%
+79.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | +7.7% | -5.3% | +13.1% | +9.7% |
| 30D | +36.3% | -7.9% | +44.3% | +40.1% |
| 3M | +13.4% | +4.5% | +8.9% | +11.5% |
| 6M | -4.5% | +2.5% | -7.0% | -5.8% |
| YTD | -12.7% | +19.3% | -32.0% | -18.1% |
| 1Y | -59.6% | -0.2% | -59.4% | -60.1% |
| 3Y | +272.5% | +110.0% | +162.4% | +193.3% |
| 5Y | +107.1% | +96.8% | +10.3% | +73.6% |
| 10Y | +677.4% | +559.9% | +117.5% | +351.0% |
| All | +1,525.0% | +1,445.4% | +79.7% | +668.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling