+481.0%
MSTR vs Z
-16.5%
+497.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -3.9% |
| 7D | -13.4% | +0.8% | -14.3% | -13.8% |
| 30D | -22.1% | +5.2% | -27.3% | -24.5% |
| 3M | +15.0% | -17.0% | +32.0% | +23.1% |
| 6M | -37.3% | -22.7% | -14.6% | -31.6% |
| YTD | -26.5% | -56.3% | +29.8% | +1.7% |
| 1Y | -46.5% | -57.7% | +11.2% | -25.0% |
| 3Y | +121.1% | -16.5% | +137.6% | +127.2% |
| 5Y | +37.5% | -53.4% | +90.9% | +73.1% |
| All | +481.0% | -16.5% | +497.5% | +542.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling