+655.2%
MSTR vs MGY
+199.8%
+455.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | +12.2% | +2.1% | +10.1% | +11.4% |
| 30D | +45.2% | +13.8% | +31.4% | +39.5% |
| 3M | +10.4% | -4.3% | +14.7% | +10.7% |
| 6M | -2.5% | -5.1% | +2.6% | -3.0% |
| YTD | -6.0% | +24.8% | -30.8% | -14.2% |
| 1Y | -56.4% | +11.8% | -68.2% | -59.0% |
| 3Y | +306.3% | +23.5% | +282.8% | +269.6% |
| 5Y | +100.5% | +87.5% | +13.0% | +66.4% |
| All | +655.2% | +199.8% | +455.4% | +408.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling