+120.4%
MSTR vs Z
-64.8%
+185.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.1% |
| 7D | +12.2% | -3.0% | +15.2% | +14.4% |
| 30D | +45.2% | -4.2% | +49.3% | +48.4% |
| 3M | +10.4% | -3.7% | +14.1% | +11.0% |
| 6M | -2.5% | -24.5% | +22.0% | +13.0% |
| YTD | -6.0% | -49.3% | +43.3% | +38.5% |
| 1Y | -56.4% | -58.7% | +2.3% | -27.7% |
| 3Y | +306.3% | -34.1% | +340.4% | +366.0% |
| All | +120.4% | -64.8% | +185.2% | +140.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling