-37.3%
MSTR vs MGY
-13.0%
-24.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -1.6% |
| 7D | -13.4% | +4.5% | -17.9% | -11.4% |
| 30D | -22.1% | -0.4% | -21.7% | -21.6% |
| 3M | +15.0% | -4.3% | +19.3% | +15.6% |
| 6M | -37.3% | -12.9% | -24.4% | -38.5% |
| All | -37.3% | -13.0% | -24.3% | -38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling