+1,058.3%
MSTR vs MTZ
+1,235.4%
-177.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.6% | -0.3% |
| 7D | -14.2% | +12.9% | -27.0% | -17.4% |
| 30D | -19.9% | -8.5% | -11.3% | -18.7% |
| 3M | +27.3% | -30.6% | +57.9% | +39.1% |
| 6M | -37.6% | -55.1% | +17.5% | -23.5% |
| YTD | -19.5% | -13.0% | -6.5% | -18.7% |
| 1Y | -47.1% | -4.3% | -42.9% | -48.1% |
| 3Y | +140.3% | +284.0% | -143.8% | +62.7% |
| 5Y | +49.5% | +97.7% | -48.2% | +20.6% |
| 10Y | +521.9% | +444.4% | +77.5% | +259.7% |
| All | +1,058.3% | +1,235.4% | -177.0% | +271.4% |
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