+287.2%
MSTR vs MGY
+25.3%
+261.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.3% |
| 7D | +7.7% | +1.5% | +6.2% | +7.0% |
| 30D | +36.3% | +6.8% | +29.5% | +32.6% |
| 3M | +13.4% | +2.6% | +10.8% | +10.8% |
| 6M | -4.5% | -3.1% | -1.4% | -5.9% |
| YTD | -12.7% | +29.4% | -42.1% | -27.4% |
| 1Y | -59.6% | +22.3% | -81.9% | -65.6% |
| All | +287.2% | +25.3% | +261.9% | +223.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling