+120.4%
MSTR vs STZ
-33.3%
+153.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +12.2% | -1.9% | +14.1% | +13.2% |
| 30D | +45.2% | -1.9% | +47.0% | +45.8% |
| 3M | +10.4% | -6.2% | +16.6% | +12.3% |
| 6M | -2.5% | -14.0% | +11.5% | +3.0% |
| YTD | -6.0% | -5.1% | -0.9% | -10.1% |
| 1Y | -56.4% | -9.6% | -46.8% | -57.0% |
| 3Y | +306.3% | -47.2% | +353.5% | +492.8% |
| All | +120.4% | -33.3% | +153.7% | +175.4% |
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