-42.3%
MSTR vs STZ
+14.7%
-57.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.3% | -0.2% | +6.7% |
| 7D | -1.8% | +13.0% | -14.8% | +2.3% |
| 30D | -13.3% | +29.4% | -42.7% | -5.6% |
| 3M | +46.0% | +11.6% | +34.4% | +52.6% |
| 6M | -22.4% | -0.2% | -22.2% | -20.9% |
| YTD | -6.2% | +8.6% | -14.7% | -13.5% |
| 1Y | -42.3% | +15.9% | -58.2% | -46.8% |
| All | -42.3% | +14.7% | -57.0% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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