+31.4%
MSTR vs Z
-16.6%
+48.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -10.6% | +1.4% | -4.9% |
| 7D | -8.7% | -2.3% | -6.4% | -7.5% |
| 30D | -21.4% | +9.4% | -30.8% | -25.6% |
| 3M | +31.4% | -16.1% | +47.5% | +46.1% |
| All | +31.4% | -16.6% | +48.0% | +46.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling