+1,252.0%
MSTR vs MTZ
+1,574.3%
-322.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.0% |
| 7D | +12.2% | -1.6% | +13.7% | +12.6% |
| 30D | +45.2% | -11.1% | +56.2% | +49.7% |
| 3M | +10.4% | -36.7% | +47.1% | +24.2% |
| 6M | -2.5% | -21.9% | +19.5% | +3.4% |
| YTD | -6.0% | +9.1% | -15.1% | -9.9% |
| 1Y | -56.4% | +30.0% | -86.4% | -60.3% |
| 3Y | +306.3% | +138.5% | +167.8% | +211.9% |
| 5Y | +100.5% | +158.3% | -57.9% | +52.0% |
| 10Y | +741.1% | +700.8% | +40.3% | +343.5% |
| All | +1,252.0% | +1,574.3% | -322.3% | +311.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling