+48.3%
MSTR vs MTZ
+88.6%
-40.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.3% | +0.7% | -1.0% |
| 7D | -10.7% | -8.7% | -2.0% | -7.8% |
| 30D | -21.6% | -15.0% | -6.6% | -15.8% |
| 3M | +24.4% | -32.6% | +57.0% | +51.9% |
| 6M | -35.5% | -56.3% | +20.9% | +1.0% |
| YTD | -20.3% | -16.8% | -3.5% | -21.5% |
| 1Y | -49.3% | -10.0% | -39.3% | -52.9% |
| 3Y | +137.8% | +267.1% | -129.3% | -15.8% |
| 5Y | +48.3% | +89.9% | -41.5% | -29.3% |
| All | +48.3% | +88.6% | -40.3% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling