+49.9%
MSTR vs Z
-55.4%
+105.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +1.3% |
| 7D | -1.2% | -4.6% | +3.3% | +1.4% |
| 30D | -15.9% | +8.3% | -24.3% | -22.0% |
| 3M | +33.1% | -11.6% | +44.7% | +40.7% |
| 6M | -31.0% | -33.6% | +2.7% | -13.2% |
| YTD | -15.1% | -56.7% | +41.5% | +40.8% |
| 1Y | -45.6% | -59.1% | +13.5% | -6.5% |
| 3Y | +180.5% | -20.4% | +200.9% | +159.4% |
| All | +49.9% | -55.4% | +105.3% | +78.4% |
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