-56.4%
MSTR vs MTZ
+30.9%
-87.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.3% |
| 7D | +12.2% | -1.6% | +13.7% | +12.9% |
| 30D | +45.2% | -11.1% | +56.2% | +51.8% |
| 3M | +10.4% | -36.7% | +47.1% | +32.6% |
| 6M | -2.5% | -21.9% | +19.5% | +3.8% |
| YTD | -6.0% | +9.1% | -15.1% | -17.1% |
| 1Y | -56.4% | +30.0% | -86.4% | -63.0% |
| All | -56.4% | +30.9% | -87.3% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling