+40.9%
MSTR vs Z
-54.7%
+95.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.2% | -5.0% |
| 7D | -11.5% | -4.9% | -6.6% | -8.7% |
| 30D | -24.8% | +3.0% | -27.8% | -27.7% |
| 3M | +20.6% | -13.4% | +34.1% | +29.2% |
| 6M | -38.0% | -27.3% | -10.6% | -26.7% |
| YTD | -24.7% | -57.8% | +33.1% | +26.8% |
| 1Y | -49.1% | -60.0% | +11.0% | -11.2% |
| 3Y | +124.7% | -21.5% | +146.2% | +109.7% |
| 5Y | +40.9% | -55.0% | +95.9% | +70.3% |
| All | +40.9% | -54.7% | +95.7% | +70.3% |
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