+40.4%
MSTR vs STZ
-29.4%
+69.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.7% |
| 7D | -13.4% | +2.6% | -16.0% | -14.4% |
| 30D | -22.1% | +15.2% | -37.3% | -27.1% |
| 3M | +15.0% | +7.6% | +7.3% | +10.3% |
| 6M | -37.3% | +5.3% | -42.6% | -39.8% |
| YTD | -26.5% | +8.6% | -35.2% | -34.3% |
| 1Y | -46.5% | +15.6% | -62.0% | -54.4% |
| 3Y | +121.1% | -35.2% | +156.2% | +176.9% |
| All | +40.4% | -29.4% | +69.8% | +86.5% |
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