-30.8%
MSTR vs Z
-31.8%
+1.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -10.6% | +1.4% | -5.9% |
| 7D | -8.7% | -2.3% | -6.4% | -7.8% |
| 30D | -21.4% | +9.4% | -30.8% | -24.1% |
| 3M | +31.4% | -16.1% | +47.5% | +36.9% |
| 6M | -30.8% | -30.4% | -0.4% | -42.3% |
| All | -30.8% | -31.8% | +1.0% | -42.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling