+554.5%
MSTR vs Z
-11.7%
+566.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -4.2% |
| 7D | -4.0% | -5.2% | +1.2% | -1.9% |
| 30D | -18.6% | +5.7% | -24.3% | -21.4% |
| 3M | +25.6% | -8.7% | +34.3% | +28.9% |
| 6M | -33.1% | -26.0% | -7.1% | -25.5% |
| YTD | -17.3% | -55.0% | +37.7% | +13.1% |
| 1Y | -48.1% | -58.0% | +9.9% | -27.0% |
| 3Y | +154.2% | -15.2% | +169.4% | +159.4% |
| 5Y | +46.2% | -53.8% | +100.0% | +83.5% |
| 10Y | +554.5% | -14.5% | +569.0% | +616.9% |
| All | +554.5% | -11.7% | +566.2% | +616.9% |
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