-47.4%
MSTR vs Z
-58.2%
+10.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -4.1% |
| 7D | -4.0% | -5.2% | +1.2% | -1.9% |
| 30D | -18.6% | +5.7% | -24.3% | -21.3% |
| 3M | +25.6% | -8.7% | +34.3% | +29.5% |
| 6M | -33.1% | -26.0% | -7.1% | -24.2% |
| YTD | -17.3% | -55.0% | +37.7% | +13.9% |
| All | -47.4% | -58.2% | +10.8% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling