+521.9%
MSTR vs Z
-14.8%
+536.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.3% |
| 7D | -14.2% | -13.1% | -1.1% | -8.8% |
| 30D | -19.9% | +5.9% | -25.7% | -22.6% |
| 3M | +27.3% | -13.7% | +41.0% | +33.9% |
| 6M | -37.6% | -27.1% | -10.4% | -30.0% |
| YTD | -19.5% | -56.8% | +37.3% | +12.1% |
| 1Y | -47.1% | -60.2% | +13.1% | -23.8% |
| 3Y | +140.3% | -19.7% | +160.0% | +150.9% |
| 5Y | +49.5% | -53.7% | +103.2% | +88.9% |
| 10Y | +521.9% | -16.9% | +538.7% | +590.5% |
| All | +521.9% | -14.8% | +536.6% | +590.5% |
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