+490.3%
MSTR vs MGY
+176.7%
+313.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.9% |
| 7D | -13.4% | +4.5% | -17.9% | -14.6% |
| 30D | -22.1% | -0.4% | -21.7% | -22.4% |
| 3M | +15.0% | -4.3% | +19.3% | +15.2% |
| 6M | -37.3% | -12.9% | -24.4% | -36.1% |
| YTD | -26.5% | +15.2% | -41.7% | -32.1% |
| 1Y | -46.5% | +10.3% | -56.8% | -49.9% |
| 3Y | +121.1% | +23.6% | +97.5% | +99.9% |
| 5Y | +37.5% | +35.7% | +1.8% | +21.6% |
| All | +490.3% | +176.7% | +313.6% | +302.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 10y: compounded portfolio wealth divided by compounded MGY 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…
10y analysis · Full analysis span regression · 6 months rolling