+592.6%
MSTR vs MGY
+210.4%
+382.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -8.3% | +3.5% | -11.8% | -9.3% |
| 30D | +38.1% | +5.3% | +32.8% | +35.9% |
| 3M | +9.0% | +2.6% | +6.4% | +6.9% |
| 6M | -5.3% | -3.3% | -2.0% | -6.3% |
| YTD | -13.8% | +29.2% | -43.0% | -22.2% |
| 1Y | -59.8% | +18.0% | -77.9% | -62.8% |
| 3Y | +282.2% | +30.0% | +252.2% | +242.3% |
| 5Y | +112.8% | +92.7% | +20.1% | +75.0% |
| All | +592.6% | +210.4% | +382.2% | +361.6% |
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