+2.9%
MSTR vs MSTZ
-99.2%
+102.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.2% | -12.6% | -0.3% |
| 7D | +9.3% | -25.4% | +34.7% | -0.1% |
| 30D | +36.5% | -60.9% | +97.4% | -0.8% |
| 3M | +7.3% | -54.2% | +61.5% | -1.0% |
| 6M | +2.2% | -65.0% | +67.2% | -1.5% |
| YTD | -10.2% | -76.5% | +66.3% | -2.1% |
| 1Y | -58.6% | -23.4% | -35.2% | -1.9% |
| All | +2.9% | -99.2% | +102.1% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MSTZ 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling