+113.8%
MSTR vs MTZ
+165.9%
-52.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.8% | -8.2% | -6.8% |
| 7D | +9.3% | +3.6% | +5.8% | +6.6% |
| 30D | +36.5% | -9.6% | +46.2% | +44.1% |
| 3M | +7.3% | -31.9% | +39.3% | +30.5% |
| 6M | +2.2% | -13.8% | +16.0% | +5.3% |
| YTD | -10.2% | +13.3% | -23.4% | -24.2% |
| 1Y | -58.6% | +39.3% | -97.9% | -70.1% |
| 3Y | +283.2% | +168.3% | +114.8% | +75.5% |
| 5Y | +113.8% | +166.4% | -52.6% | -9.0% |
| All | +113.8% | +165.9% | -52.1% | -9.0% |
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 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