+49.9%
MSTR vs STZ
-29.7%
+79.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.5% |
| 7D | -1.2% | +4.9% | -6.1% | -3.2% |
| 30D | -15.9% | +20.9% | -36.8% | -23.1% |
| 3M | +33.1% | +8.0% | +25.1% | +27.5% |
| 6M | -31.0% | -5.3% | -25.7% | -30.1% |
| YTD | -15.1% | +5.9% | -21.1% | -23.2% |
| 1Y | -45.6% | +14.2% | -59.9% | -53.7% |
| 3Y | +180.5% | -37.0% | +217.5% | +256.1% |
| All | +49.9% | -29.7% | +79.6% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling